For that, you need to transfer a skill, that saves which weapon the player has.
0 = no weapon, 1 = pistol, 2 = shotgun and so on

Every time this weapons changes, send the skill with send_skill(..., SEND_ALL) from the SERVER to the clients. Its important that this is only done on the server.

in the weapon action I've posted above you can add code that changes the weapon with ent_morph depending on the values of that skill.