So you know when you use the bayonet with the neo rifle your character looks like he's/she's taking it out of his/her pocket? I have an idea on where your character can put the bayonet when not in use:

Strap on the 'butt' of the rifle:
Attachment 9633

Bayonet in strap:
Attachment 9634

Bayonet in use:
Attachment 9635