I say the blade would be easiest done in cardboard layered with craft foam to give it a solid look. The guns would be wise to begin with construction paper/poster board, then once you have the shapes- use them as templates to cut the correct sizes and piece together with more foam. Wonderflex could be useful, too. That has plenty of give and contains a natural adhesive.
A skeleton will be most important to get down first. Once you get that- you can build off it. Maybe even model magic if it is sealed properly after drying. Mod podge works wonders to give a solid shine and keep things bound.