There is at least one subclass that can use its weapon as a focus however they created the Ruby of the War Mage a common magic item that requires attunement : Etched with eldritch runes, this l-inch-diameter ruby allows you to use a simple or martial weapon as a spellcasting focus for your spells. For this property to work, you must attach the ruby to the weapon by pressing the ruby against it for at least 10 minutes. Thereafter, the ruby can't be removed unless you detach it as an action or the weapon is destroyed. Not even an antimagic field causes it to fall off. The ruby does fall off the weapon if your attunement to the ruby ends.
Based on this Item I would say you shouldn't be able to make your weapon a focus without the ruby.
That being said I have a Gloom Ranger/ Forge Cleric in AL that I used Blessing of the Forge to attach holy symbols to my Oath Bow, my +1 Long Bow, and my starting Long Bow. So far I haven't had anyone challenge it and it allows me to have a holy symbol in hand if I have my bow in hand. And I think it's fun to say that Guiding Bolt leaves the bow like an arrow but it does nothing mechanically.