Some people are missing the point. He is an alien that has broken the law and defied the Constitution to invade our border illegally. He has no rights as an American Citizen.
That might be the wrong way to approach this question. The function of the Second Amendment is more to restrain the actions of government in the US, in light of rights belonging to all human beings, not just Americans.
That said, the first duty of an official of the US, upon discovering an illegal alien, is to place them in custody (awaiting deportation), and no one argues that a person in custody has a right to bear arms while in that condition. Let them iron out the status of their rights with their own governments, upon their return.
