Okay, I found the Thump-Thump out of pure luck and all the assorted ammo around it. It's been five hours and I've blown up lots of things...but ammo is running low. I can't seem to find much of the 40 grenade rounds. Does anyone know where they are sold...or perhaps how to get a crafting recipe for them?

dude in prime sells them sometimes

The Boomers at Nellis Air Force base sells a ton of that kind of stuff