Ok if you haven’t read the Wedged Gun Theory then you should here.
http://www.panzerdragoon.net/theories/wedged_gun_theory.php
Now that you have read it you can see Solo Wings point on the gun showing up.To me there are two different ways that orta could have got the gun eather the FMV’s were all made before the xbox came out and PDO was going to be an RPG for a future system other then xbox, and orta was to find the gun later in the game, or as Solo Wing said, it was weged, but wait… just because there is a shiny object in ortas hand dosen’t mean that it’s her gun. if you look at ortas waist there is also a shiny object there (possibly a chain or a missing part of her clothing.) if you noticed all her skin except for her hand are blocked by something(clothing or the dragons armor) from that angle. perhaps the Desiners of the game missed a part of progaming while creating that movie cozing skin at that angle to glow or reflect light.
The other idea about PDO being a RPG would be simple. Is edge in saga always holding his gun where ever he goes? Not in any of the screenshots i’ve seen. So orta could have her gun and it’s put away somewhere in all the other movie’s that are out of battle.
That’s the best I can think of. tell me what you think everyone.