So basically, you want to have the positions of the things set in order. Basically what was happening in his .cap was that:
1. The gun is positioned to the body
2. The body position changed
So the gun appeared to lag behind, it wasn't keeping up. So its important to realise how the order matters, it should be:
1. The body position changed
2. The gun is positioned to the body.
No lag now!
Here's a cap that demonstrates this:
(swap the events in the event sheet around to notice difference)