Zed is trying to find out what causes bullet wounds but isn’t an actual bullet. He says the people with these are coming from Three Horns, but he neglects to mention it’s the Valley map. When you enter this area, the spot you’re looking for is in between the two exits to Three Horns - Divide. Once you find the right path, you’ll enter the Shock Fossil Cavern area.

There will be some bandits in the area right before the second objective marker, so quickly take them out and get prepared, as Doc Mercy will spawn at the marker. He is a Nomad that is carrying a shield, while also using a strange gun that seems to shoot lasers. This gun can hurt and that means hurt very bad, as it has a very fast fire rate.

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Doc Mercy is a very strong foe and can easily kill you, so be careful.

The best thing to do is to try and use explosives on him, or utilize your action skill if you can. Not only do you have to contend with the gun’s ridiculous damage, but he can also pound the ground and send out a shockwave, which can hurt a lot as well. Once you manage to kill him, Marcus will ask you to loot the gun, mentioning that it’s E-Tech. Check the body once more to turn in the mission.