I don’t know if this is of any help, but since there’s not much else going on here…
Instead of the “attach to actor”, which I guess should work, have you tried to use “attach to component (target is Actor)” (there are two types) instead?
Where Target is your gun Actor, Parent is the mesh and with the appropriate socket name.
If that does not work, try the “attach to component (target is scene component)”, where target is the gun component of the gun actor.