To create your ultimate weapon, you must have an item specific to your character. There is one for every character. You gain this rare item by finding a box on the battlefield with their Legend inside. They are always in red boxes outlined with gold. Take note that on higher difficulty 5 star levels, you will be seeing these boxes everywhere because the boxes aren’t just for legends, but for all 5 star items. You just notice them in the earlier levels easier because they are the only 5 star items you will be finding in a box. I will provide my own unique descriptions soon using the map numbers. You can check what ones you have or missing by clicking on Legends in the vault on page 2 after hitting start.
Click the link below for help on locating them. Legend Locations