In FO3 and FONV, there were no holsters or scabbards for any gun at the outset. There were a variety of kludged setups for them in modding and eventually with the GRA Katana for FONV.

Conversely, setting up a scabbard for an Oblivion or Skyrim weapon mesh is easy. It was quite perplexing to me (and probably many other modders) why FO3 did not have the quite simple setup for holsters or sheaths that Oblivion and Skyrim had.

Has anyone spotted gun holsters or melee weapon sheaths in FO4 videos?

Nope and consider how modable weapons are it be very difficult to make them work without clipping.

They would have to create one for each possible version of each gun