Change object Hierarchy in Animation

I'm a bit of a novice at the animation engine myself - possibly there's a way to do it via the animation engine, unfortunately I don't know. What you could do is run a script which would handle the transition, and call that script as an event at the appropriate keyframe?

So, some quick-and-dirty code might be:

 using UnityEngine;
 
 public class GunSwitch : MonoBehaviour {
 
     GameObject rightHand, leftHand; 
 
     void Awake()
     {
         rightHand = GameObject.Find("rightHand");
         leftHand = GameObject.Find("leftHand"); 
     }
     
     public void SwitchToLeftHand()
     {
         gameObject.transform.parent = leftHand.transform; 
     }
 
     public void SwitchToRightHand()
     {
         gameObject.transform.parent = rightHand.transform; 
     }
 
 }

And then just call the SwitchTo___ methods at the appropriate points in your animations? You might have to do some additional logic to smooth the transition visually, or tune your animation so that the transition works smoothly, but I'd think something like this would work?