guns that you unlock will stay with you but guns that you pick up you will lose when starting a new free roam or a multiplayer match. If you get a chance pick up the bolt action rifle, reminds me of the karb

Weapons And Mounts
Rank 1 - Cattleman Revolver, El Senor Mount
Rank 2 - Repeater Carbine
Rank 3 - Throwing Knives
Rank 4 - Lusitano Nag Mount
Rank 5 - Volcanic Pistol
Rank 6
Rank 7
Rank 8 - Winchester Repeater, Turkmen Mount
Rank 9 - Schofield Revolver
Rank 10
Rank 11 - Pump Action Shotgun
Rank 12
Rank 13 - Springfield Rifle
Rank 14
Rank 15 - Dynamite
Rank 16
Rank 17 - Double-Action Revolver
Rank 18 - Sawed Off Shotgun
Rank 19
Rank 20 - Rolling Block Sniper Rifle
Rank 21
Rank 22 - Fire Bottle, Cleveland Bay Mount
Rank 23
Rank 24 - Semi-Automatic Pistol
Rank 25
Rank 26 - Semi-Automatic Shotgun
Rank 27
Rank 28 - Carcano Sniper Rifle
Rank 29
Rank 30
Rank 31
Rank 32 - Henry Repeater
Rank 33 - Hungarian Half-Bred Mount
Rank 34
Rank 35 - High Power Pistol
Rank 36
Rank 37 - Double-Barrel Shotgun
Rank 38
Rank 39
Rank 40 - Bolt-Action Rifle, American Standardbred Mount
Rank 41
Rank 42
Rank 43 - Evans Repeater
Rank 44
Rank 45
Rank 46 - LeMat Revolver
Rank 47
Rank 48
Rank 49 - Mauser Pistol
Rank 50 - Buffalo Rifle, Bonzo Mount (Bull)
Legendary 1, Rank 50 - Buffalo Mount
Legendary 2, Rank 50 - Albino Buffalo Mount
Legendary 3, Rank 50 - Super Bull Mount
Legendary 4, Rank 50 - Zebra Donkey Mount