I am on play through 1 of a second character I have. So far, I have farmed the Moonshot three times with no Legendary weapons. If you did not get what you were looking for repeat the above. Then the first character dashboards (On PS3, use the PS3 button to quit the game).
Have the second character pick up all the items that everyone wants to keep. Kill the Warrior and activate the Moonshot. You need to have a friend with you or split screen with a second character. We made this mistake on a friends play through. The Moonshot won't be available when you go back into the game. Roush, not to be a nit picker but the 'host' can't save and quit when you are trying to farm the Moonshot.
