There are some illusions I don´t know how to unlock with these new weapons. You can get them on Chaos wastes when you upgrade your weapon from Orange to Red or from Green to blue but there are not challanges to unlock them and they neither come with the purchase as “already unlock”.
You only get one weapon illusion with the purchase and I don´t know if these other illusions are intended to be “Chaos Wastes Only”
My recommendation would be:
After completing an expedition where you used the illusion at any time, grant it at the end of the mission. If multiple new illusions were used, then grant a single randomly chosen one of those.
The reason for the single only is so you don’t just farm all illusions in a run or two and, hey presto, no more progression for you.
This also then ties it in better with Chaos Wastes.