Companions losing their default weapons or having them show up in your inventory upon leaving a Casino is bug. I haven't run into it myself personally, but even if you hadn't sold it, from what I understand you wouldn't have been able to give it back to her anyway, since it's a 'magical' special weapon that shouldn't be viewable in inventory at all. So basically, if she won't even use a weapon you give her, I'm pretty sure you're borked and have to reload.
(edit...good point about the ammo. They need it in order to use a weapon you give them. Maybe she'll at least use something then so you don't have to reload.
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Always hard save before exiting a casino....or if you're just going to gamble/don't need their help inside, leave them waiting outside.