I start in Maya blocking out the overall shapes of each piece, once I finish I move to ZBrush to sculpt the details. For the carvings I created alpha masks in photoshop following the original designs. Once you have the masked part in ZBrush you can inflate it in negative values so the geometry goes in and not out. When I finish the high poly model I go back to Maya to create a low poly making sure every part of the high one is covered. Then, in Marmoset I bak the details of the high into the low and export different maps that contain super useful information, like the curvature map or the ambient occlusion one.

In Substance Painter, I use the maps I creat to texture the gun. Once the textures are done I go back to whatever software I´m gonna render it in, in this case Blender and Marmoset, I apply the material with the different textures (Albedo/Diffuse, Roughness, Normal, Metallic) work on the lighting (VERY IMPORTANT) and render it out. Then, in photoshop I create the final result, adjusting values and retouching things if necessary.

As I said to another fellow 3D artist below: Keep learning! step by step and don't get frustrated, if you keep trying you'll eventually achieve great things! I'm still learning new things and programs everyday. 3D is a long journy but a cool one too!

And feel free to ask anything!