Well, I never gave him pistol, I played on loners' side all the time. But I know that the box generates randomly in the following places:
1) attic in the house across the road from Lonaers' camp;
2) on the roof of the complex of buildings near the railway bridge;
3) in underground passage near loners' village...
You can check out the anomaly zone near the Sidorovich's hideout. Actually there should be yellow sign on the map. If you have no such a sign - reload the level - it is a bug!