I solved this problem by relaunching Spiral Knights.

Just for reporting the bug, this was what happened:

I had been playing a series of lockdown one after another.

I decided to see an in-game friend immediately after one of the matches, so I clicked his name and clicked "Join".

After he left, I wanted to join lockdown again, then I realised the Krogmo Colosseum button disappeared *Bug 1

I then went to advanced training hall to ask for help, but no one answered.

Then I got bored and tested my weapons for the fun of it.

I tried switching weapons but I could not, all the weapons I chose put the name and "Compare" button just like during a lockdown match or when in clockworks.

I tried changing my loadout but it stated something like I was in PvP.

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I am not sure if it this is considered a major bug as the equipments can be changed after relaunching Spiral Knights, this bug report is just for the reporting itself.