I've "built" the electrocutioner weapon and collected ammo for it, but I still don't appear to have it. Its slot in the weapon upgrade screen still says locked and I can't select it with the number key. This also means I can't enter the electrocutioner Heskel challenge.

Is there anything to do about this or will I just have to play through the rest of the game one gun short? Since completing the weapon is a mandatory objective, any player on levels after the one where you get it should be made have it.