Creepy alleged serial murderer Rex Heuermann was obsessed with firearms and kept a serious weapons cache in a concrete basement room, which almost nobody was allowed to see. However, one of the few admitted was his friend David Jimenez, a fellow weapons enthusiast who used to go with hulking Heuermann to the firing range. “I was in that famous 'gun room' several times. He told me, ‘You're one of only four people ever to be in this room’. And I said, ‘Wow, okay, I'm privileged’,” said Jimenez, who appears in new Peacock documentary “The Gilgo Beach Killer: House of Secrets.”