You'll be down in the lava pits of Mars. You'll be on a barge with Winters for most of it. This level is a BITCH on Insane. So learn to snap and shoot on the barge with the turret. The enemies are relentless and you are unable to use the Nano Forge while riding the barge. Eventually you will be in an area where you need to shoot at some ominous machine like thing in the lava.
This is story-related and cannot be missed via normal progression.