I see the issue’s not about adjusting the anchor point or anything. It seems like you’ve already parented the weapon to the hand, however, due to the orientation of their bones, the rotation is not as expected. To solve this, you can set the hand’s rotation to the weapon’s rotation but make sure to split the rotation pins and reconnect the correlated axis correctly. (What I mean is, you shouldn’t plug x y z of the hand into the x y z of the weapon. It seems like the hand’s yaw should give values to the weapon’s pitch.)
With that being said, I recommend creating your animations using a 3D editor like Blender or Maya, and not using control rigs inside the engine.
Hope this helps! 