I extracted drg's auto cannon, and the gun and arms are separated models.
When I try to get them into unity, something wrong happened, I tried a lot of methods. Like using script to attach, using Position constrains and rotation constrain, but still can't fix this issue. I even tried IK, not working.as well.
In my case, I play the running animation in the arm and the gun was not playing animations.
And here is a video of what it looks like in Blender.
And here is how I put models in Unity: