I don't think they're illegal, but journalism aside, they may at times be suggestive of a terroristic inclination. It will raise further red flags. They can however lie to you that the possession is illegal and detain you for it, even though it's legal as per the First Amendment, and no jury will find you guilty if you quote the First Amendment in your defense, except in the event of a Supreme Court precedent against such possession.
Some countries like NZ and Australia do ban content that is violence and censor it despite journalistic value. They recently tried to force X to ban footage of a stabbing globally for all users, and Musk said no luckily.
It's shocking how much censorship we have these days in the world. "For our safety", except it's not, it's for the reduction of freedom since freedom is noise and noise in 0.001% of cases can generate unsafety.