We certainly encountered problems getting the BFG 9000 to spawn, or at least having the event that spawns it seems to be bugged. If you're having problems with the Rage 2 BFG 9000 not appearing, follow our guide below and see if it helps.
What is the Rage 2 BFG 9000 Location, and is it bugged?
The first thing you need to do to get access to the Deluxe Edition or Pre-order content for Rage 2 is to sign in to your Bethesda account in the main menu. You can do it through Settings if you haven't already. If you don't do this step, the Deluxe bonuses may not appear in the game. You don't have to install the Bethesda.net launcher or anything, but you do need a free account.
Once that's done, you'll know it worked and the Deluxe Edition and Pre-order bonuses have installed correctly when you're leaving the opening area of Rage 2, Vineland, for the first time. Pop-up messages, like the one above, should instantly appear and tell you all about the Deluxe bonuses and how to access them. The pre-order mission, Cult of the Death God, for example can only be accessed once you visit Gunbarrel and complete the Blackout mission there.
However, the BFG 9000 can be the biggest problem. As the message tells you, it can be found outside Vineland at a meteor impact site. What's supposed to happen is that you see a red meteor in the sky, and follow it to the impact site. However, this event did not trigger for us, so there was no way of knowing where the BFG 9000 actually was - it didn't appear on our map either.
To solve this bug, head to the point below just north of Vineland:
This is where you should find the BFG 9000 on the side of a hill, inside a red rock (presumably from Mars). You'll get three shots with it. Don't waste these, since extra ammo costs a massive $800 a single shot!
If you're still having trouble accessing the BFG, you may need to restart the game - or waiting for a patch. There are a lot of problems with Rage 2 right now, so hopefully there will be a patch forthcoming soon.