It may be assumed by players, but it's not assumed by the rules, or even fluff. (There's a character from the Bloodquest comics who often wields a power axe by holding it in his powerfist, so his other hand can be free for a plasma pistol, lol) or even the models. I'm holding in my hands an official, unmodified GW chaplain with his crozius, a powerfist, and a bolt pistol. (Chaplain paid for PF and BP, but never had to replace his CA, so he can use the fist on big guys or switch to the CA when chewing through squads)
This is what scabbards lanyards, rifle slings and holsters are for, after all.
The new codices explicitly replace certain weapons, but even then, it's not uncommon for some morels to have extra weapons. Heck, every CSM now comes with three weapons.
As far as the Heavy Bolter + Boltgun situation goes, remember that SMs are immensely strong and have power armor. The heavy bolter could be shoulder slung as he jumps off the transport with his bolter in hand, or he could be carrying the HB by the carry handle (that's what it's there for) while one-handing the boltgun (Not like we don;t see SM's firing a bolter one-handed in the artwork or fluff)...he wouldn't be very accurate, but that's what the short range rapid fire rules represent. He's spraying down with the bolter as he disembarks, then letting go of the boltgun so he can bring his HB into firing position.
It's not impossible to imagine...just make sure it;s WYSIWYG