I am not sure which cheat is making the guns disappear in the inventory. Please help 
everything else has been working perfectly.
The Resident Evil 4 trainer made by STN is no longer supported. It is out of date since the developer is retired from WeMod.
The game is 16 years old (released in 2005). The majority of the playerbase has moved on, so interest in an updated trainer is too small to be economically viable.
How to correctly get trainers updated: Game Queue - WeMod Support
See the last post in the trainer’s official thread here: Resident Evil 4 Cheats and Trainer for Steam - #64 by ptondo.