The Blood Spear is just the Saw Spear except it's a Bloodtinge weapon and not a Quality-veering-toward-Skill weapon now. Location is on the rafters hanging above the rats and by where you meet Eileen. Hit it or shoot the rope down, drop below and pick it up (there's another rope that gives you a single Twin Blood Stone Shard).
Tonitrus drops from a hunter who attacks you with it and A Call Beyond in the library section of the Basement area.
The Double-Barrelled Shotgun is found in a room in the poison sewers where a single dog guards it.
I don't know about Blades of Mercy, I presume they drop from Eileen if you kill her or you do her questline (which I've read is in this game, helping her kill Henryk, I haven't done it or know the details of that one yet).
Torch you pick up by the shortcut you open up that leads back to the Great Bonfire lantern.
Saw Cleaver, Threaded Cane, Pistol and Blunderbuss... whichever ones you didn't pick at the beginning, you can buy from the bath messengers in the Hunter's Dream after getting the Saw Hunter badge from killing Cleric Beast.