Some words I'm not understanding

Question

So this is from the manga Kochikame:

Basically the guy on the ground was asking the cop directions while the cop was listening to a horse race on the radio and found out his horse lost.

Anyway, in this sentence what does "スって" mean? The closest I can find is "吸う," like he was absorbed in the race, but is that right?

Next, "頭にきてる" is another phrase I'm unfamiliar with. This link says it means mad, so is this a set phrase or what word is きてる coming from?

Then finally, what does "だてに" mean? The closest I can find is "伊達" which seems weird in this sense. And "ぶらさげてる," in this context it means like his gun isn't hanging from his holster, right?

Lotta questions there, so I appreciate any help I can get, thanks!

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For accessibility purposes, I've included a transcription. The angry policeman says the following:

競馬で　スって
頭にきてる時に
ゴタゴタぬかす
と　本当に
ぶっ殺すぞ！

だてに拳銃を
ぶらさげてるんじゃ
ねえんだぞ！

And then the man on the ground says:

わっ

わかっ
たす！

Answer 1

I'm not super confident in this answer, so if it's wrong I'll delete it.

The first part I believe is something like "When you come talk all this nonsense to me when/after I had lost money on the horse race and am losing it, I could just kill you!"

The スって I believe is from [擦]{す}る, and my dictionary has the example [競馬]{けい・ば}で大金をする as "lose a lot of money in the horse race". 頭に来る is a set phrase meaning "go crazy"/"get worked up" as you mentioned. And ぬかす is a slang form of 言う.

Answer 2

I'll just answer about だてに since @istrasci has explained the rest.

[伊達]{≪だて≫} means "just for appearances", as in 伊達メガネ = lens-less glasses.
So in this case with the negative (じゃねぇ) it means it's not just for show, it's got a real purpose.

だてに拳銃をぶらさげてるんじゃねぇんだぞ！

I would translate this colloquially as "This gun ain't just for show, y'know!"