Close Combo
If you need a good combo weapon right off the bat, might as well grab a Defiler. Inside of the safe house, there should be an axe close to the surveillance room. Grab that and head out through the air duct. Close to the door that leads to the mall, there should be a sledge hammer. Take that as well, and head back to the maintenance room. Combine both the sledge hammer and the axe, and you'll have yourself one hell of a weapon.
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