In one of the news stories someone witnessed him buying road flares in a store prior to the event.
So, almost certainly no bomb, just a known nut with road flares. Which wouldn't have been a problem if the campaign staffers could recognize a road flare on sight.
"I have a bomb, I'll kill us all!"
"Ummm, nope, you've got a bunch of road flares and you'll suffer some painful burns. Hit the bricks Bugsy."