It's time to find the final Message in a Bottle and hear the end of the tale of Captain Blade.
True Vault Hunter
During the mission "Let There Be Light", you'll have to ascend to the Magnys Lighthouse. Just before taking the long elevator ride through the rocks, look to your left and you'll see a sand skiff that's been over turned. Near the Sand Skiff will be the message.
Now you may ride the elevator to the top and continue with the mission as you did before. At the top of the lighthouse, you'll insert the compass and activate the lighthouse. This will start the mission "X Marks the Spot". At this point, you need to look out of the windows of the lighthouse (near one of the chests) and when you look down, you should see an outcropping of rocks that you can land on. In fact, you can likely see the X on top of it from here. You'll need to jump out of this window to land on that outcropping. When you have, dig it out and listen to the final log. Be sure to collect the weapons that scatter around because most of them will have landed below you.