Had an AKM on left shoulder. Bandaged bleed and just after the animation finished my weapon disappeared from my shoulder. Here's a video of it happening
https://youtu.be/eJL7w_FfcLY
Gun disappears at 12 seconds in.

Also, I was attacking a zombie with a hunting knife from my belt sheath before this happened. That's why I was bleeding. The glitch where I couldn't deal any damage happened during this, which is why I went into the building and logged.