Vincent was a gunslinger back when he was a regular human serving in the Turks, so it kinda makes sense he'd keep using it afterward.
As for Cid's spear... we're told he made it himself, which is kinda cool. In Advent Children, you can see details which hint at that: for example, the crossguard behind the blade is a threaded rod with a heavy nut on each end to hold it in place. Exactly the kind of thing an engineer like Cid would use.




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