Not every location in Gray Zone Warfare is as friendly as the starting town you visit. Gunny wants you to check out a more dangerous location for the Guns & Ammo quest, where you’ll hunt down a weapons cache next to a shooting range.

This is a tricky location to find, as not only is it hard to find but it is also heavily guarded, with multiple NPCs patrolling the area. These NPCs are significantly tougher than the ones you fought at the beginning of Gray Zone Warfare, the ones that protected the small town you were sent to for the first wave of missions. These new NPCs are challenging, and you will also need to find a key to unlock the weapons storage room.

You need to find the weapons storage room on the west side of Firing Lane. I was sent to Hunter's Paradise for this quest when playing as the Crimson Shield International faction. For the Guns & Ammo quest, you may be sent to a different location depending on which faction you're playing as, but the circumstances should be the same. The weapons storage room you need to find is on the east side and has a locked door.

The only way to enter the room is to find the Weapon Storage Key. You should be able to find this key from any of the NPCs patrolling the Hunter's Paradise location, but it's randomly generated. Don't expect to find it on your first run through the area. It took me multiple times clearing the area in Gray Zone Warfare before I had one in front of me, similar to the Helping Hand or True Grit missions.