Looks like there might be a problem in the recording mechanism that isn’t creating the proper weapon components. I’d have to get a repro to fix it.
In the meantime, can you try to toggle on “Record to Possessable” in the recording settings? That will create tracks that possess the actor in the level. If that works and you need to convert it to a spawnable (owned by the level sequence asset), you might be able to do that after the fact. You would click on the “PlayerCharacter_C_0” and choose “Convert to Spawnable”