The entire process of "give up your weapons" and "get your weapons back" seems to be very very buggy.
I went into Gomorrah today, gave up my weapons but kept a holdout silenced .22. Walked around, talked to a few NPCs, left. Only got back about 3/4 of my guns. Ratslayer was missing along with a few others.
So... save before you enter a casino. Leave the minions outside (and leave your weapons on them except the holdout).
I'm betting that any weapons added after a certain date during development were never added to the casino "give up your weapons" script, but I haven't looked.