Mine too but sniper rifle. I believe that it depends on which slot you are using seems to put the original weapon from that slot in its place. You know the gun that is in the slot before you fill in the spots with your weapon selection.
i also had the problem of losing the peacekeeper in cac but today its working fine and is staying on my set ups,so hopefully it is slowly being fixed for everybody
It was doing this yesterday, but seems to have been fixed for me overnight.
amazing, first time they have offered DLC in this manner (weapon wise) and you all expect it to go perfectly. It's a video game. get over it.