I've found it a few times I've got off my horse having my repeater and shotgun/rifle equipped to having nothing, and entering missions with just pistols as well. It's a real pain in the backside.
A few niggles for me have been committing crime even while wearing a mask and then having a bounty put on me, or the mask being worn before a cutscene only for it to disappear after and not noticing until you're wanted![]()
Cant you go to gunsmith and choose weapons to holster each time you get off the horse? There is a custom option when you talk to the gunsmith and you can shoulder host weapons instead of always having to chose them from the menu system.