Before Crisis

Okay, but if that were true then where is it mentioned?

At the end of Mission 16 President Shinra orders Scarlet to go to the mako reactor in Corel. This leads to the main game having the flashback where both Barret and Dyne lost their arms.

In Mission 21, the brief interaction with Shalua ends when Veld tells Shears to take her out of the area.

Nowhere else is there any mention/interaction of either Barret or Shalua let alone that she built his Gun-Arm.

Can anyone cite where it's mentioned or stated?

^ Not everything needs to be mentioned. Based on the article she has indeed made it and doesn't really need a source for where. Shes a scientist and create stuff, doesn't she? Good enough in my books.