We do not follow maps to buried treasure, and X never. Ever. Marks the spot.~Ex-archaeologist
The Hairline Combatball is great for mid-game, although it is not worth a demon thread.
Hairline Combatball can be found in places which has alien weapons () icon. It can also be crafted in the Workshop.
Crafting & Upgrading
To craft Alien Hairline Combatball, you will need:
4x Metal Parts ()
1x Demon thread ()
To upgrade your Hairline Combatball, you will need:
1x Guitar ()
2x Wire ()
1x Alcohol ()