Lucia has three guns to collect:
The Darts are in mission two. When you have to navigate platforms after getting the Aerial Heart you'll notice one platform has a statue and a blue orb fragment. The Darts are inside the statue.
The Crankybomb is in mission five. If you play through as Dante, they're in the exact same place as the missile launcher - in the cargo hold of the plane.
The Bowgun is towards the end of mission six. There is an underwater section and a door that, when opened, ends the level. The Bowgun is in the underwater section.