Having exact same problem. It's really annoying me and I have tried the above by placing the models under tf/custom/my_custom_stuff/models/weapons/ where 2 folders exist - v_models & w_models. So v_rocketlauncher and v_scattergun files are under v_models within weapons folder and w_rocketlauncher and w_scattergun files are under w_models within weapons folder. The textures have gone in tf/custom/my_custom_stuff/materials/models/weapons where 4 folders exist - v_rocketlauncher, v_scattergun, w_rocketlauncher and w_scattergun, with the texture files in their respective folders.

Didn't work. Any other solutions? I can't record any smooths with scouts and soldiers because of this stupid bug.