Collecting all weapons may require multiple playthroughs. You will need to get all the weapons from the Remembrances, which means multiple endings. You also need to get all weapon pickups while exploring the world, and complete all of the side quests in one form or another. For example, you will need to do a Radiance ending to kill Damarose, to get her cleaver and to get Adyr’s Remembrance. You will then need to do an Umbral or Inferno playthrough to get Elianna’s weapon, etc.

We recommend playing through the story on whatever ending you want. And, from there, go to the NG+0 option and steam role your way through the NG+ for exploring and completionist takes. Make sure to visit every area, and check everywhere in Umbral for any easily missed weapon drops from Soul Flay interactions, and other missable wall interactions.