One of the quest steps for the new Fourth Horseman quest in Destiny 2 is to farm some Psions on Mars for the “In the Shadows” step. You need to kill them to find 50 pieces of data that you will get from killing a Psion, or you can also open some Cabal chests if you like. The easy way to find Cabal chests is to use a Ghost with the Treasure Hunter perk, as it will highlight chest locations for you as you explore the world.
To farm Psions, there is one excellent spot to go. The Ma’adim Subterrane Lost Sector in the Glacial Drift is where you want to go. It is not a particularly difficult Lost Sector to finish, but it does contain a large number of Psions for you to farm.
A full run of the Lost Sector will get you 16 Psions kills, 12 are you move through the Lost Sector, and four more will appear when you drop the boss down to about a third of his health bar.
After a few runs of this Lost Sector, you will have found all the data pieces that you need for this step. To get to the Ma’adim Subterrane Lost Sector, spawn in at the Glacial Drift spawn point, then head right, up the hill along the cliff, and you will arrive at the entrance.
It should take very long to run through the Lost Sector a few times to finish the quest steps. When the step is complete, you will need to return to Benedict 99-40 at the Tower Annex to move onto the next step in the quest.