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Weapons can be downgraded to recover the specified materials, but the pick-your-own-cost points materials can't be recovered.
So it usually costs more, but more plentiful, materials to upgrade to something you can forge. It depends on what you have on-hand.
And some branches can't be forged, and some upgrades prevent rollback.
Each tier (left-to-right) is unlocked by progressing your rank (by the quest star system).
Each branch (top-to-bottom) is unlocked by fighting the monster and further tiers of that branch by getting that upgrade's key material.
Quest and Event reward weapons are unlocked by completing the side-quest or getting the event material(s).
So the entire tree should be unlocked at post-game once you've completed every side-quest and acquired at least one of every material.
Weapons are greyed out when you lack the materials to make them. Iirc, you need to have at least half of the material types for the weapon's requirements to be revealed.
Most of the time you will need to start a brand new weapon from bone or iron or whatever in order to craft it up into the weapon you will want. There are exceptions though, and you can generally craft new weapons further along the different trees at "checkpoint" intervals. It's difficult to explain in words, honestly.