Switching weapons and damage types

When/how do the third and fourth weapon slots become available?

As it is, each party member has a melee weapon and a ranged weapon I can switch between in combat.  I find it necessary for each character to have quick access to both melee and ranged.

If an enemy is not easily susceptible to the damage types being used, I can't switch to a different melee weapon during combat.  I'm finding this system frustrating.  Need that third slot.  Open to suggestions if I should be approaching combat differently.