You both need to have UGX Weapon Bob/Sway to "On" then Save/close. If you both don't have it, then it won't work. Either you didn't put it on, or your friend didn't save and close.

There is no save and close button, I gave each option a value, and there is still no save close button.

How do I exit the UGX mod settings menu, I see no back button, and when I start the map and get to the gamemode selection screen, I dont know how to get past that.