I just completed the mission where you have to complete the masterpiece by taking photos of people you killed.
Isn't that where you get the Crossbow?
Yeah....I think you get it a little earlier than that, but you get it around that mission.
I remember I saved just before teh guy being forced to play the piano blew up. I kept trying to freeze him to keep him from mouthing off to the guy. I reloaded that save so many times.....