How do you get the baseball bat permanently?

[B.]

I tried doing a deathmatch where I found one and also picking one up dropped from a freeroam player but it was just removed when I got into a new session...

[Guyver]

baseball bat remove not R*, hackers sometime removed all u weapons. baseball bat will always be with you if there is no cheaters. Unfortunately baseball bat removed all the time, when the cheater takes all your weapons.

I use a knife, brass knuckles, brass knuckles best melee weapon.

[Snipy]

Baseball bat , crow bar and Golf club , you can find in free roam and missions .
It will stay always with you when you pick it up .
Only will be gone if some moder take your weapons away , then you will have to get them again the same way .
Here is how you can get this weapons :

https://www.youtube.com/watch?v=7P95f5PheK8