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Velvet Nightmare

From Final Fantasy Wiki

Yazoo and Loz firing their Velvet Nightmares at Cloud.
Concept art of the Velvet Nightmare.

The Velvet Nightmare (ベルベット悪夢 berubeddo akumu) is a gunblade which appeared in Final Fantasy VII: Advent Children. The Velvet Nightmare is a firearm designed after two parallel swords, but with gun functionality only, as stated in Yazoo's official profile. Like any metallic weapon, it can be used to block swords, and defends against Cloud's strikes with the Fusion Swords with ease. It is the main weapon of Yazoo, and is also occasionally used by Loz, two of Sephiroth's remnants who appear in Final Fantasy VII: Advent Children.

Yazoo is quite deadly with them, dual wielding them against Cloud in the Forgotten City. During Cloud's hot pursuit of Kadaj, Yazoo's gunblade was destroyed by a powerful cut by the Fusion Swords. Yazoo drops the last Velvet Nightmare (Loz's Velvet Nightmare) after shooting Cloud through the chest, at the finale of the battles. It is presumably destroyed by Yazoo and Loz's spell and the immediate explosion.