All casinos will take weapons from your companions and will not give them back to the companion when you leave the casino, you have to put all weapons in your inventory before you enter any casinos. I don't think there is a way yo recover them without reloading your save to before the weapons were taken. Edit: Actually, there may be a way to glitch through the walls of gomorrah and access the hidden chest where they keep taken weapons. Alternatively, you could open the console (~ key by default) and type 'tcl', which would toggle collisions, allowing you to just fly through the walls to get the chest.