I'm sure Kellyanne and others around him caution him, but he's going to follow his intuition, wherever that goes. He seems very confident about the first debate, he's mentioned looking forward to it. Hillary is going to come off as wooden, scripted, phony. The public isn't going to judge that debate over who is the better wonk.
I think his confidence comes from the poll direction - he needs to be careful because those numbers are still, this far out, at the whim of the press.
The remark about Hillary’s guards go along with the others who have pointed out elitists running around with armed guards, while decrying ordinary folks who have weapons to protect themselves and their families.