Greetings, Bubishi
There are numerous "weapon sheath" mods available [at least, there were ... got to check what's available now, of course ...]
Even some that will apply to your Companions [!!]
AND -- If you cannot find exactly what you want, it is generally [fairly] easy to create it yourself, in the MW Construction Set.
Just remember -- a "sheathed" weapon has to be a "body part" associated with an item of clothing/armor [your choice].
And, preferably, included in a script that will substitute an "empty" sheath [or, nothing] on your back, whenever the axe, etc. is "drawn" and in your hand.
Many people have produced mods that do this, with swords, bows, etc.... Just find one mod that you like, and substitute your own preferences for what they have already done.
[Incidentally, I had an idea a while back for "sheathable rapiers," using various rapier mods made by others. Got "permissions" from all of them to mod them, but, since I know little or nothing about NifScope or other mesh-editing tools, I was never able to make the "sheathed" or "empty sheath" meshes to use in it. So, it remains a pipe dream ...]
In any event, Happy Gaming!
DARoot