We do not follow maps to buried treasures and X never, ever marks the spot.~Ex-archaeologist
The Hairline Combat Ball is great for mid-game, although using a demon thread to craft it is a questionable choice.
Hairline Combat Ball can be found in places that have the alien weapons () icon. It can also be crafted in the Workshop.
Crafting & Upgrading
To craft Hairline Combat Ball, you will need:
4x Metal Parts ()
1x Demon thread ()
To upgrade your Hairline Combat Ball, you will need:
1x Guitar ()
2x Wire ()
1x Alcohol ()