I haven't unlocked all the existing Mystery Man steps, but I wanted to propose some more theories for what to do when all 4 people get the DMs.
Since you can't use your X button, obviously you can't activate anything on the map. Likely you need to all shoot something. But what? Theories for other people to debunk
1. Everyone needs to shoot the mystery box. Since Sam was after the mystery man, maybe you have to find/attack her entry into our world.
2. Everyone needs to shoot 4 of the mystery box teddy bear locations.
3. Everyone needs to shoot the 3 teddy bears easter eggs scattered around the map that have been previously activated by pressing X. The last person needs to shoot the mystery box.
4. I know people have already tried to shoot the locked door together. But maybe there is another door, or floor grate, that needs to be shot?
5. Shoot the Pack a Punch machine? A stretch I know.
Please discuss, prove, or disprove these ideas!