Player character wants a gun in a prehistoric campaign. What to do?

Brief description of my campaign:

  • Takes place ~1000 years after creation
  • Bronze Age for most of the world, some parts are beginning the Iron Age
  • Dinosaurs and Fae are still relatively common in the material plane.
  • The most advanced city-states are magically advanced instead of technologically advanced.

I am a new DM just starting on worldbuilding for this campaign. So that’s already a relatively big spike in difficulty for me. I’ve been a player on and off for a couple years now so I’m not completely new to DnD. My friend has been my only DM during that time and he’ll be a player in my campaign. I’ve told him what I listed above with a bit more detail for feedback so he knows the type of setting I’m going for.

He wants to play an artificial human who uses swords and guns via Mercer’s Gunslinger class, and he wants his backstory tied to some kind of mafia he’s tried to cut ties with.

It seems like he’s been wanting to play a shadowrun styled campaign for a long time and the character he wants to play just feels completely out of place in my campaign.

The gun is the main problem. Balance for a gun isn’t an issue; I’m confident we could figure that part out, but thematically it just feels wrong the more I flesh out this world. I honestly don’t think even crossbows would be a thing let alone flintlock. We’ve been working out some kind of arcane pistol that shoots aetherial crystalline projectiles that dissipate after a time, but at that point it’s essentially a wand with gunslinger mechanics. Besides that it feels a bit Star Wars-ish to me and that’s not the theme I’m going for.

An artificial human brings to mind an android which is off the table, but I could work out some sort of magical origin, but most likely he’d just be created from some sort of god because to create new complex life at this stage would require godlike abilities and knowledge.

And then the mafia thing is when I realized that perhaps my campaign just wasn’t what he’s looking for. There will be occasional bandits here and there but organized crime isn’t really a thing yet. If anything it’d be a cult in his backstory rather than bandits or crime syndicates.

I’ve told him we should be able to figure it out, because I really do want him to have fun playing whatever he wants, but he’s told me he’s been wanting to play this character for awhile which makes me think he’s really just wanting to play in a completely different setting. The more I work on my world the more it just seems completely out of place to have a character like that in it.

I’m tempted to say he needs to come up with something else entirely. What should I do?