"Going Rogue" is the 15th Main Story Mission and is unlocked when you complete "The Family Jewel".
The Rogue Sight Pistol is a quest item.
It's only usable while having the quest active.
The good news: Clay already found the next Vault Key fragment. The bad news: he subcontracted the work to another smuggling crew and now he can’t get a hold of them. Looks like you’ll have to track them down if you want that fragment.