NEW YORK—The United Nations headquarters in New York City was locked down for several hours Thursday after a man was seen pacing outside one of its main gates with a loaded shotgun, holding it under his chin at times, police said. The man, who appeared to be in his 60s, was taken into custody without incident at around 1:40 p.m., about three hours after police said he was first spotted outside a security checkpoint on Manhattan’s First Avenue. He was taken to a hospital for evaluation, NYPD Chief of Special Operations Harry Wedin said. The gun was loaded with one shotgun shell, Wedin said. The man also had a bag with him and gave police documents, included medical papers, that he said he wanted delivered to the U.N., Wedin said. The gates on the fence that rings the U.N. complex were closed, and the man didn’t appear to be trying …