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Quest - Intercept's Most Wanted #1
Quest Pickup - Cambria (I15) (Carmen)
Quest Location - Roadblock (I11 Map2)
Quest Finish Point - Cambria (I15) (Carmen)
Go to the roadblock, when you have entered the map at the very north of the map you will see a man walking around a warehouse, speak to him, he will turn hostile and attack. Kill him. Mission will become solved, you will need to talk to Carmen in Cambria to get the quest completed and $7,500 reward as promised.
TIP: if you have a spare Merc, leave them in cambria while you do these quests so, when you complete it you can instantly get the next quest instead of walking back and forth wasting game time.
Intercepts Most Wanted #1 (Cool invisible Gun)
BUG: As you can see in this picture, sometimes he can be seen without a gun, but set up as if he has a gun (invisible gun)