I have read a few comments on Fire along the lines of 'why do they have modern tech but use rudimentary weapons; it doesn't make any sense'. This surprised me as an issue because, to me, it makes perfect sense, so I wanted to explain my reasoning here.
'Fire' arms makes me think fire - the only realm who, in my eyes, would produce anything like a gun, or an explosion, would be the Helian Realm. However, the people tasked with protecting the realms are the Protectors and they already have their own, literal, fire arms. Why would they carry a gun when a ball of fire has just as deadly an effect, without the need to draw a weapon? And they definitely wouldn't want to give that power to non-Protectors. They are a very elitist Realm, you've got to remember. They don't want ordinary Helians to have the same power as them.
The only character I can think off who might quite like something like a gun would be Roxy's mother, Seraphina, because she isn't a Protector. However she's not in power yet, and thus isn't in a position to do anything about her lack of fire. Plus, I'm not sure that she would be clever enough to think up the concept - she would just order lower ranking Protectors to do her dirty work.
Helian Protectors do still make use of things like knives, but that's because they are useful - they're something they can't utilise their powers for.
You might ask why the other Realms haven't come up with anything like a gun, to fight against the Helians, but there are two issues with this. First, the Arcan and Sephan Realms are fundamentally Realms of peace - they wouldn't want to create weapons like that. The Sephan do use knives, and bows and arrows, for hunting, but they are also technologically behind the other Realms and guns wouldn't fit in with their 'green' ethos. Arcans, on the other hand, just aren't interested in warfare.
Secondly, there's the fire issue again. Modern weapons are all about the fire power. The only realm who may want a more sophisticated form of weaponry would be the Brizan Realm; they feel quite vulnerable following the Helian Occupation. But they definitely wouldn't create a weapon remotely resembling a gun. Maybe a water cannon? They believe that their water is the best defence against the Helians' heat.
I hope that this post makes the world's lack of modern weaponry seem less anachronistic - it is something I've put a lot of thought into!