Well probably in therms of weapons is: 2 automatic pistols you can buy in Saint Denis, a lancaster rifle with a sniper scope, a varmint rifle (for hunting it's very good for many small animals such as rabbits) and a bow. The automatic pistols I think only in the epilogue you can get them, but everything else probably in chapter 1/2 (bow in chapter 1 - lancaster and varmit rifle I think at least in chapter 2).

Well your inventory kinda saves in the epilogue, because jewelry, food and medicines don't, but the rest does, and you can get Arthur's weapons, clothes and more in the epilogue: part 1 after the missions "Jim Milton rides, again?"

By the way money DOSEN'T save in the epilogue if you don't go at the Aberdeen Pig Farm (a small house very near the north border of Lemoyne) before the mission "Our best selves" and drink all the alcool the couple offers you pass out. Then go back there in the epilogue, kill the couple and look behind the painting. Behind it your going to find all of Arthur's money + some more. DON'T GO BACK THERE AS ARTHUR OR YOU'RE NOT GOING TO BE ABLE TO GET IT IN THE EPILOGUE! Hope this helps bye!