Yeah, that was, or you could say, has been my problem. At the moment, there isn't a good way to parent an item into and out of the character's body while animating, so I kept the axe parented into her hand. Unfortunately, if I flesh out the movements of her hand and arm after she throws the axe, the axe will move too. That's why I'm also not into the idea of doing a fighting animation with them holding weapons.
If some tools are improved in the future, they will also expand our animating possibilities exponentially. HOPEFULLY.