Does anyone know the full list of weapons you need to use in order to get this one?

So far I've used:

Corvo's blade
Pistol (regular bullet)
Springrazor
Grenade
Crossbow (regular bolt)
Crossbow (incendiary bolt)

Is there something I've missed?

You need the sticky grenade and the explosive bullet for the pistol.

It also seemed I had to do them all in one level to get it, but that might not be accurate.

Interesting.

Which levels can you find the sticky grenade and the explosive bullets?

Hmm...The sticky grenade blueprint was in the Lord Regent's tower. The explosive bullets...I can't quite remember.

bugger. I've just completed that mission!

Grr, guess I'll have to get that trophy on my third playthrough!

The explosive bullets blueprint is in Havelock's room during mission 8, I believe. After I got it, I went to Piero and bought all the gun upgrades to have for the final mission, but I forgot to actually buy any explosive bullets! D'oh!

Hmm, I got the explosive bullets much earlier than that on this playthrough. I have heard that ones you miss will pop up in later parts of the game, however.

Ah, so maybe it's randomized like the bone charms. Good to know, maybe I'll find it earlier on my current High Chaos playthrough.

Sticky Grenade is either:

-- Boyle Estate, on desk inside guards' gate at house entry point, or
-- Flooded District, collapsed passage in thug's building

Explosive Bullets:

-- Return to Dunwall Tower, 2nd Floor in general's office, or
-- Flooded City, inside a wrecked railcar just after entering Central Rudshore rail station

If it doesn't appear in one location, it will appear in the other.

It will always appear on the first location, and then again on the other location if you missed it the first time. So you have two chances to pick it up.