The easiest way to unlock gold weapons is to get to YV's mansion.
*** Spoiler - click to reveal ***Do so by hitting a specific car in 3-1 with a screwdriver and then entering the car. There is one car that is colored differently than the others (darker maroon with yellow trim). Do this before all enemies are cleared. Once you hit it with the screwdriver you can enter it and it will take you to YV's Mansion.
Somewhere in YV's mansion there is guaranteed one gold weapon (two if you have the Open Mind mutation). You need to go through a portal to save the weapon. When you do you will see a message in the bottom right corner saying "Gold [weapon] saved".
Repeat for each character.