The guide I glanced at(haven't actually been using it but I didn't wanna screw myself by picking an area that was too difficult) said to do South Pacific after India, I'm on Crash Site level, and have: 1 save crystal, 3 Small Medi Packs, 2 Large Medi Packs, 4 Grenade Launcher, I feel I should have more weapons, or at least the shotgun.
Burial At Sea Episode 1 - Rescue Sally - http://youtu.be/VLL1uq7oCGw Burial At Sea Episode 2 - Biohonored - http://youtu.be/R_ZJ6mNuGYU
You should have gotten the shotgun in the first level I think. It was right next to the first guardian statue you ever come across (that doesn't come to life). I'm playing the PC version so it may be a bit different.