Welcome to Ubisoft, First Time?
I had the same problem. it is because of Unlimited Ammo Trade Materials Use Items. That for some reason bugs out those challenges to unlock the weapons. Do not activate it in the Vaas or Pagan DLC.
It would appear that with multiple people replicating issue here that the Trainer isn't fully compatible with Vaas DLC. Trainer was likely made only for the base game.
It would be up to the Trainer Maker if they include Vaas Support. Your welcome to put in a Request.
Please use the update notification system to report a game patch, update or to report that the trainer may not be working with the latest version of the game. If 3 or more reports have been filed, consider BOOSTING the priority of this title for a faster turnaround on the updated trainer.