"A well regulated Militia, being necessary to the security of a free State..."

I don't see anything, here, which indicates an individually held right. Militia and State are collective nouns; one person cannot be a Militia - one person cannot be a State.

the right of the people

And this clear refers to the right of the people. Can one person be THE PEOPLE? NO! Once again, the Framers used a collective noun phrase: THE PEOPLE - the same people in WE, THE PEOPLE, meaning ALL OF US. NOT ONE OF US