But in the image he linked to and is highlighting, it looks like all the weapons are going in the empty slots above the red box (you can see the icons for things like spare weapons, shoulder weapons, etc.)
The parts in the red box appear to be for the body: "head", "arm left", "arm right", "body", "leg". I think his question is whether we can mix and match the actual body part designs, not just the weapons themselves (e.g. put a Wels-looking head on a Lailah-type body).
The likely explanation is those are "armor" slots (as opposed to weapon slots) - like an upgraded helmet and arm gauntlets that have higher defense and evade rates. But it's not clear if upgrading your armor would actually change the appearance of your mecha, vs. just having upgraded stats.