I had a shotgun (BK-199 I think) equipped to my back and on an inventory hotslot. I'm not sure exactly what triggered its disappearing but I noticed it right after I switched pants on my character. The gun disappeared from my back but a blank box with a hollow bullet icon and white chevron in the lower right corner still appeared on my inventory screen. At the same time, the pants I took off were no longer able to be equipped. Logging out and in made the shotgun completely disappear.