Will Bethesda one day ever do a elder scrolls set in the present day but with guns if they ever run out of ideas

I doubt that. The Elder Scrolls universe is very large, and the land of Tamriel in which the series are set is only one of many continents, so they can always do a game set on another continent.
Also the Elder Scrolls world is fantasy so there is no past, future and present identical to the one we have. Guns might never be invented. Gunpowder may never be invented. And it probably won't be. Look at it like this, if you have a fireball shooting from your hand why would you need a gun?
The closest thing to a modern setting Elder Scrolls is Fallout 3 so if you didn't play that give it a try.