Destiny 1's Fourth Horseman exotic shotgun made an appearance in Destiny 2's Season of the Worthy, courtesy of a quest by Zavala called "In Rides a Pale Horse." This quest is only available to Season Pass holders, which means players who have not purchased the Premium Pass for Season 10 will not have immediate access to the Fourth Horseman Exotic Shotgun, Vanguard secret fort or Zavala's office, an area of the tower between the courtyard and the bazaar that was previously unknown and inaccessible to players.
The quest is divided into several activities, and only the beginning is truly exploratory. If the gritty aspect of this quest doesn't interest you much, then maybe Bungie's video on the Fourth Horseman will inspire you to go through it:
Enter the Vault
Access the vault through the secret path in Zavala's office.
After accepting the quest, open the map and set your waypoint to the quest location. Even though the location is not far away, it can be easy to get lost along the way.
There are several ways to get to the waypoint, but I prefer this shortcut: when you exit Zavala, you'll see a few orange circles on the ground to your right. Go to the second circle furthest from Zavala and look over the railing. Descend to the narrow bridge below and cross to the other side. Head to the shaded structure and exit out the back.
Once you exit the back of the shaded area, turn right and go down the stairs. Then take the first left on these stairs to go down to the lower level. After clearing the stairs, turn left and continue until you come to the open hallway on the right. After entering the hallway, enter Zavala's office on the left.
At this point, you can choose to go through these doors on the right to progress through the quest. Or, you can hang around and dance to Zavala's hidden workout mixtape. Highly recommend checking it out, along with the other Easter eggs the chamber has to offer.
When you're done exploring the office, go through the doors, down the stairs, and enter a vent below the stairs you just came down. The rest of this part of the quest is pretty straightforward, as all you need to do is follow the vent routes. Wrong turns won't significantly deter you from getting to the vault, as you can quickly turn around and correct your course.
Once you drop into the vault, you'll realize that the Fourth Horseman isn't there as expected, and you can pick up the next quest step to continue.
Missing in action
Return to Zavala and inform him that the weapon is missing from the safe.
When you return to Zavala empty-handed, he will give you the next quest step.
fresh lead
See if Ana has any technology to help find the missing weapon.
Upon hearing about the missing Exotic Shotgun, Zavala tells you to visit Ana Bray. Head to Hellas Basin on Mars to talk to him.
On the hunt
Collect intel for Ana by defeating Cabal or completing public events on Mars.
Anna thinks the Cabal has something to do with the weapon's absence. The fastest way to complete this quest step is to participate in Heroic Public Events on Mars. You can make Cabal Heroic Excavation public events by shooting down the Cabal ship. This quest step will progress by 20% for each Heroic Public Event completed, so you only need to complete five.
Back to Ana
Report the collected information to Ana and see what she can uncover.
Go back and talk to Ana, and she'll tell you to collect more information from the Red Legion.
In the dark
Ana will need you to bring her information from Calus' double agents in the Red Legion. Defeat the Psions and loot the Cabal chests to collect them.
The best place to complete this stage is Firebase Hades in the EDZ. Chests give 20% progress, so prioritize those that kill Psion.
under our noses
Now that you've gathered information from Calus' agents, see if Benedict 99-40 can be persuaded to help.
Return to the tower to speak to Benedict 99-40, who will give you the next quest step.
Dirty work
Benoit needs you to eliminate the encryption signals coming from the EDZ. Defeat fighters, complete public events, and complete patrols.
Return to the EDZ, preferably Firebase Hades. Quickly complete this quest step by completing the Public Ether Resupply Events after making them Heroic. To make them heroic, simply kill all the Servitors before defeating the boss. Your eliminations will also count towards the progress of this stage.
rule it
Return to Benedict 99-40.
After completing the favor, return to the Tower to report to Benedict.
Lost and found
Benedict gave you the location of the missing weapon in exchange for using this Cabal killer to crush the Red Legion.
Head to the fabled Lost Sector, the Quarry, to finally collect your Fourth Horseman Exotic Shotgun after defeating the boss. Just note that Legendary Lost Sectors are on a rotating schedule and won't be available every day.
To see the Fourth Horseman's stats and learn how to get the Exotic Catalyst, check out this guide.