Repro steps:
1. Give a unit a custom color
2. Add a weapon mod onto the unit's gun, and/or change the color/name of the gun.
3. Send the unit through leadership training

Expected results:
Unit comes out of training with the same gun and customization options as when they went in

Actual results:
Unit loses their customizations, and weapon is unequipped.

I've heard murmurings that Personal Combat Sims are also removed (possibly lost forever), though I have not tested this.