You shouldn't be losing any weapons though. There was a bug like that in an earlier version, but nowadays the lost weapon will just be added to the guild inventory.
Viewing post in Ero Dungeons [Old Version] comments
Sorry, my mistake. I finally found the weapon.... yes, it was put back into inventory. I had looked several times previously and couldn't find it, had to make a brand new replacement paladin and go into equip to find it. I was confused as the icon (plain shortsword) doesn't match the weapon sprite (zweihander), so I kept missing it.