I don’t have UE4 open in front of me, however, if I remember correctly the gun is attached to its location in the the construction script in the FPS blueprint template. That is probably the answer.
As for an invisible mesh, one of many reasons. First, I can’t really tell what I am looking at in the pictures. I would switch the material to 2 sided, there is a checkbox in the material editor panel on the right that says 2-sided. Check that. If it shows up, your normals are reversed on the gun. Go into whatever application you made it in an switch them.