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What happens if the character has a Weapon when I play Blade Flurry, but it loses it before it attacks?

It will still have the +4 attack bonus. The bonus is determined when you play Blade Flurry and won't change even if the character gains or loses a Weapon later in the turn.
Source: Wizards of the Coast (2020-05-09)    【Link to Ruling】
Tags: Blade Flurry