Jews in Iran have a terrible time, but they wouldn't describe themselves as "crypto-Jews". They're out in the open about being Jewish, which is the opposite of an actual crypto-Jew (which is a term linked to Spanish Jewry, btw). So, I don't believe your story one bit.
In any case, I'm sure arms dealers have shady enough connections to link you to those who can smuggle you out of the nation. Though, it's really not necessary: If you were legit, there are Jewish organizations that will help you leave Iran. After all, they helped hundreds of thousands of others do the same.