This is part of the story and as such an unmissable achievement.
You find your last weapon upgrade (yellow) in a chest, as part of the main mission after unlocking Seth. After finding Seth, you have to use him and his spider technique to enter another dungeon (Core Foundry), so just follow the green waypoint markers.
Don’t worry, the chest is in a room you get locked in where you need to switch to yellow gunfire to get out, so you cannot miss it.
Good luck!