I have experienced dissapearing weapons too, but there is also something else.
I normally run the game from my memory card, but from time to time, I noticed that there is a copy of the Snails file also on my main memory, wherehas I can start the game from either the card or the memory of my Zire 71.
While I keep the copy that resides on the main memory, the unlockable weapons do remain active, but once I get rid of that copy, the file residing on the memory card no longer recognizes the weapons as unlocked.