I used Wemod to get all my perks, and I unlocked Holster but trying to equip a 3rd gun is still blocked as if I did not unlocked the perk.
Welcome to the community. 
First of all, make sure you’re trying to equip the correct type of weapon into the slot.
If I remember correctly from my playthrough, you cannot equip a side-arm in a main weapon slot and vice versa.
Aside from that, weapon wheel bugs are also reported frequently by those who do not even use WeMod, indicating that if you are not trying to put the wrong weapon into the wrong slot, it’s a game bug: