Head to Dead Wind Cavern, in the middle-south of the map. Inside are tons of Deathclaws, including the Legendary Deathclaw. Go directly to the final section of the cave to where the Legendary Deathclaw is found. There should be a Brotherhood of Steel Paladin lying dead. Next to his body a grenade machine gun (40mm grenade) named "Mercy". The paladin has 40mm grenades and incendiary grenades. Note: Before trying to collect it, recruit two companions and get big guns for yourself and your partner, in addition to several stimpaks.