The most common one is that when you enter a free roam event, you never have your off-hand weapon. In my experience, dual-wielding mostly works but does have some bugs (like the issue with the off-hand holster sometimes disappearing from your outfit if you don't save it as part of your outfit). So, if either of those is the case, I'd suggest contacting Rockstar: If you have the off-hand holster equipped, equip the off-hand weapon via the blacksmith, and you still don't have dual sidearms in your weapon wheel, then that's a bug.

If you definitely have your off-hand holster equipped, and you can't equip any sidearms as your off-hand weapon using either the weapon wheel or the blacksmith, then that's a bug. Now, you _should_ have your off-hand weapon equipped, and you should be able to select it in the weapon wheel (once you're outside of any shops anyway). Equip one of your sidearms as the off-hand weapon. For the sidearms, unless the gun is already equipped, you should have the option to equip it as your off-hand sidearm. What matters here though is that when you highlight a weapon on the left-hand side, the right hand-side will then give options to equip that weapon. This will give you a list of your weapons, allowing you to - surprise, surprise, customize them. Next, go to the gunsmith and choose to customize your weapons.

That may or may not be your problem, but either way, you should verify that the off-hand holster is definitely being worn as part of your current outfit. When I was just using the official outfits, I got inconsistent behavior as to whether the off-hand holster was worn or not. Currently, I have my off-hand holster saved as part of my outfits.

First off, go into the wardrobe and make sure that your offhand holster is actually currently being worn (you can access the wardrobe either via your tent or via the outfitters in Blackwater or Saint Denis).

Rdr online remove off hand holster