Where did they hide the weapon loadout screen?

In an early mission (no spoilers from me!), I had just found what I am guessing is your first sniper rifle. Convieniently, a nice little pop-up told me "press this to open the loadout menu!". So I did. Slapped on a sniper rifle and off I went. It took all of 30 seconds to realise I also have a shotgun equipped. The only game I have ever actually enjoyed a shotgun in was Doom, and this ain't it. So I went back to the menus to take off the shotgun. One less weapon to scroll through, right?

Well, not so fast. I can't find the blasted menu anywhere! The only menu I would think to find it under is the "Squad" menu, and it only seems to have skill trees.

Where do I find the loadout menu? I was just in there. I doubt EA would have patched it out between the time I found the rifle and the time I wanted rid of the shotgun...

Your weapon load out can only be adjusted in three places:

At the start of a mission, you'll be given the opportunity to tailor your load out to the mission at hand.

At weapon benches, in addition to allowing you to install upgrades, benches will allow you to swap out guns mid-mission. Between missions, you'll find weapon benches aboard the Normandy, in the Shuttle Bay, and on the Citadel in the gun range at the Spectre office, in the Embassy Level.

When picking up a new weapon, as you noted, when you find a new weapon in the field, you're given the opportunity to equip it, and adjust the rest of your gear to compensate. However, unlike at a bench or the start of a mission, you cannot adjust your weapon mods at this time.