A gun shop’s insurance policy does not cover the cost of defending itself from a dozen lawsuits brought by survivors and families of victims of the mass shooting at Highland Park’s Fourth of July parade last year, a federal judge held.In a written opinion, U.S. District Judge Robert W. Gettleman of the Northern District of Illinois declared Acceptance Indemnity Insurance Co. owes no duty under the commercial policy it issued to Red Dot Arms Inc. to defend or indemnify the gun retailer in the suits.Gettleman …