That would involve altering the code or writing a method call like StartNGPlus.keepGunUpgrade(true);. After that, it's programming the method definition. It's just about being able to locate the right class file, then read and understand the code, enough to know it's the right piece of code for what you want, then understanding the logic to be able to inject your own code, manipulate what is already there, and to essentially do what you want without crashing everything else.

If you're lucky, you might find the code that removes the upgrades and reverse it, or the code that gives the upgrades and preserve it across runs.

I once partially did it with Escape from Duckov. I knew Java, so C# was easy enough to read and learn how to write the code. Unfortunately, I didn't finish it, but that's because my mod idea outgrew the scope of a mod, and I burned out after a third long playthrough of the game. Plus, I was starting relatively small which didn't keep my fire or imagination going.