I have a hawlucha with unburden and use entrainment on regigigas with weakness policy but when his weakness policy is activated it’s not activating unburden for the speed boost
You may have not noticed (or there was a bug), but Weakness Policy does activate Unburden. You can see in this replay, (https://replay.pokemonshowdown.com/gen8nationaldexag-1213271471) Deoxys outspeeds Hawlucha, then Weakness Policy activates, then Hawlucha outspeeds Deoxys, meaning that the speed was boosted.
Unburden activates when a weakness policy activates, since a weakness policy is a consumable item