OP - I can easily see him getting unhealthily attached to one particular gun. Probably his sniper rifle. He'd probably avoid using any other gun if he could, get upset if it got damaged, hate other people touching it, get hard thinking about it. This gun is his partner, he loves his gun.
What does Hydra do when they notice?
I have a few ideas. The obvious one is fuck the Winter Soldier with his beloved gun. They could also break it in front of him, make him watch while they rub their dicks all over it, make him break his gun, make him fuck himself with his gun, hold his gun hostage, take his gun and use it, scratch it up, use it in ways it's not meant to be used such as unclogging toilets and poking fires. Really there a lot of ways to torture a man who loves his gun too much.
Re: WS not interested in humans - Objectophilia, Bestiality, gun play?
What does Hydra do when they notice?
I have a few ideas. The obvious one is fuck the Winter Soldier with his beloved gun. They could also break it in front of him, make him watch while they rub their dicks all over it, make him break his gun, make him fuck himself with his gun, hold his gun hostage, take his gun and use it, scratch it up, use it in ways it's not meant to be used such as unclogging toilets and poking fires. Really there a lot of ways to torture a man who loves his gun too much.