Image: UbisoftOfficial screenshot from Ubisoft.
This Joseph: Collapse trophy asks you to unlock every weapon in Joseph's Armory. It only counts in a solo game, and it takes several runs of steady progress.
Clear the Tests of Faith for every weapon type on the map. Each one opens its Weapon Case at the Armory. Spend Penance on the cases until every weapon is unlocked.
Because Armory progress is permanent, spend spare Penance on cases before a risky fight. Focus on one weapon type per run if money is tight.