For anyone who hasn't already found it there is a shotgun in the lost valley, a level earlier than the one shown in the guide.
Make your way past the waterfalls until you get to the wooden bridge, aim at the ring above the centre and shoot the rope to make the bridge fall.
Walk over the edge and climb down the remains of the bridge then jump to grab the lip on the entrance to the small cave on the right.
Walk thru and pick up the shotgun, then follow the cave and jump thru the waterfall to get back to the main area.
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