Hi, I wanted to know how could I change the first weapons you choose from (cleaver-stick / pistol-shotgun) after making that choice, and if it isn't possible in-game, if it's possible by changing in-game files

the weapon you get for free from the messengers can't be swapped during that playthrough, however if you progress a little further you can get a badge from one of the bosses. it lets you buy the other weapons that were offered at the messenger fountain.