Well if you want to retain the flavour where everybody on the battlefield could suddenly die at any time from a random bullet (kind of like Saving Private Ryan opening scene) then you do need to have Guns Everywhere and have them be pretty cheap so all soldiers have one and can die to one very easily. The PCs though aren't regular soldiers and can have items that provide deflect and dodge AC provided by ShadowGate.
This is a pretty basic decision that would have major impact on the tone of the mechanics and the setting. Do you want regular rank and file soldiers to have guns in this setting or do not?
But whatever decision gets made there, there are options.
The Red Army practically ran out of weapons, and during some of the sieges of various Russian cities peasants defended their homes with farm tools and kitchen knives—effective only by sheer number.
Early in the war, at Krojanty, a polish cavalry charge using lances managed to repel a squadron of German infantry and take out a few of the armored vehicles sent in to back them up. (The Polish never charged tanks with horses, but they did charge trucks, to some actual success). Considering that the vanilla "Guns Everywhere" rules put horses at slightly cheaper than guns, this might happen. The Polish resistance would later train a bear to carry ammunition.
Jack Churchill was a British officer who fought with a longbow. In WWII. Other special forces may have carried bows (for the tactical advantage of a silent weapon in a war where nobody wore armor) but this is more unconfirmed.
Well, Jack Churchill is now my favorite historical person.
Here is a picture of him charging the beaches with a longsword (lower right of photo).