@Triffle
You're correct, but there are also other ways to obtain Thorn.
Got Monte Carlo from a Legendary Engram an hour or so a go, can also be obtained from a direct drop from Dust Palace clear rewards, similar to Thorn.
http://www.destinypedia.com/Thorn
-Charlemage's Vault is a hidden location in the Dust Palace, a chest will be in there with a chance to obtain Thorn. Thorn can also be obtained from the mission clear aswell though, saw it myself.
Incidentally, Monte Carlo is pretty bad. My Shadow Price, which is a Legendary Autorifle, is quite superior. That's a shame, I was quite happy....for a few minutes.