Heya, congrats on releasing your game, bought it on DL site.
The bug mentioned by some players is due to the way you save the data in the save.ini files, more specifically because of the kanjis in the variables name. You will never experience the bug as your computer is probably in Japanese Locale or another Locale supporting kanjis.
Every player which is not running the game on a Japanese locale computer (either through having your OS locale set to Japanese or by running the game via Locale Emulator or equivalent) will corrupt their save file every time they are saving.
Once they die, the game loads a corrupted save file, which then makes wonky things happen, like gun disappearing and firing weirdly, losing progress on stage, etc etc.
(Saving the guns stats in the save file was probably not the best idea either :p Should probably have hardcoded them in the game code. That's why the guns shoot weirdly once the save is corrupted, the stats become messed up.)
As a rule of thumb, if you want to localize your game, try to stick to ASCII characters in your save files (or any set of characters which is present in every region). Avoid kanji, accents, or any weird characters.
For anyone experiencing problems after a load, you will have to delete your save file and play the game using either Locale Emulator, or by changing your computer Region to Japan. I insist, YOU HAVE TO DELETE THE SAVE FILE FIRST, the corrupted part may stick through a new game otherwise. Then do backups of your "data" folder regularly and never ever launch the game without being in Japanese Locale if you don't want to lose your save file.
Cheers to all and have fun!