From GTA BOOM: “There are two brand new, exclusive weapons added in GTA Online as part of the Cayo Perico heist update. These weapons require a bit of work before you can get your hands on them though. The RNG (Random Number Generator) nature of the Cayo Perico update extends far beyond just the scope out of the island. Finding these weapons is also RNG-dependent.
The two weapons are the new Perico Pistol and a Combat Shotgun. You can find both these weapons during the Cayo Perico heist finale. Once you’ve found them in the heist finale, you will get to keep the Perico Pistol for free, but you’ll have to purchase the Combat Shotgun from the Ammu-Nation.”
Source: N4G PC How To Get The Perico Pistol & The Combat Shotgun (All Locations) – Cayo Perico Heist