open other chests till you can return to sanctuary.kill many things loot what they drop .do all your sidequests,use the quest guns they give you.when you beat the game linger at the warrior till you get a few or 1 rare good gun.
That thresher's a pain in the butt until you get some Badass Ranks under your belt. The buildings next to the cliffs will get you some cover. Run around behind them. That particular thresher can't get back there. Work around the corner a little until you
can hit it and not have to worry about it hitting you or the loaders getting to you either.