what are you exporting to ? normally you could "collapse" things more easily in code while exporting the file. So the simplest way is telling the coder who wrote the exporter to just collapse everything when he saves the file. because writing a plugin that "collapses" stuff in 3dsmax is harder then just "writing collapsed…
If the coder going to make any changes, change the exporter, or engine, to support multiple meshes. I think that's the best long-term solution. Having to make the guns and arms one mesh, for every weapon, doesn't make any sense.
Well, first I'd make sure the game supports the funky bone rig you're using. I haven't tried loading multiple weights from different Skin mods together into a single mesh, but I don't think those tools will do that either. Probably your best bet is to simply save the weights for the mesh that took the longest to weight in…