Since we're on pipes/cylinders, I'm modelling after a reference that calls for the pipes to be at this angle, and I've connected them in a way I thought makes sense, but it creates a shading issue that I can't seem to fix. Here's the issue with wireframe and a mocap material to hopefully show it off better I tried adding…
Delete the polygons surrounding the crease. you'll probably find some edges connected to those verts which are preventing the smoothing from solving correctly.
It might be as easy as laying in 3 cylinders where they need to be, and then figure out the best way to connect them together. It's probably not as bad as you're imagining.
Also is there any reason you have to connect the cylinder to the gun? If it is left as floating Geo then you save hassle / vertices by not having to cut it up and join it.
I feel like I'm completely missing the point of the challenge, but isn't it just an extrusion straight out from the primary capsule and a bevel at the connecting ring?
Your missing two loops on each depression that would support the sides. Try slicing or connecting across edges to create loops first then extrude the required portions.