In Sekiro Shadows Die Twice, having the Prosthetic Arm with firecrackers will often help you to shorten a battle by frightening the opponent, especially if it is a boss like the Blazing Bull. But you still have to find it. Fortunately, the answer is very simple
Firecracker Prosthetic Arm Location
Just after you kill the Gyoubu Masataka Oniwa boss, you’ll find a Sculptor's Idol as well as a staircase that you can use to return to the castle that you had just passed before reaching the boss. You have to climb a full of corpses of ninjas. In the tall building you’ll meet the Tengu of Ashina, he’ll give you the Rat Side quest and a secret above. But to the right of the building is a merchant. You simply have to look at his goods and buy the upgrade material Robert's Firecrackers for 500 Sen. As well as a Gourd seed for 1000 Sen. It only remains to bring the firecracker to the Sculptor.