When entering, we see that Finn has the blaster that was given to him earlier:
However, when the fighting begins, Finn tells Maz that he needs a weapon and no longer has his blaster with him. It seems unlikely to have been lost in the first shots, given how it is secured across his body. Also, Han and Chewie didn't lose their weapons and they are arguably less secure.
Now, when the team gets to the Resistance base, Finn again has his blaster:
So where was this blaster during the battle?