Responses
Sure, let's say they had somewhere to put it. Penelope chose to keep her weapon close to her because everyone is hostile to her—also who knows what the crown prince would do to her if he saw her (remember how he cut her throat last time?) I think it's totally justified, I would want to have a weapon close to me too if death was around every corner.
They made weapon inspection, but somehow Penelope manages to get her weapon in lolol