One of the rare weapons in Final Fantasy 15 that you can upgrade is the Engine Blade. However to bring the Engine Blade it to its ultimate form, the Ultima Blade, you need a hard to find item, a Sturdy Helixhorn. You start the game with the Engine Blade, and it can eventually become one of Noctis' most powerful weapons. The first two quests to upgrade the Engine Blade aren't too hard to complete. However, the A Better Engine Blade III quest, in which Cid asks you to bring back a Sturdy Helixhorn to him, can be a bit tricky.
Before you can begin this quest, you must first complete the A Better Engine Blade and A Better Engine Blade II quests. Also, you need to have access to the full map, specifically Lestallum Outpost in Cleigne, so you'll have to wait until Chapter 3: The Open World before you can attempt it.
Where to Find Sturdy Helixhorns
After Cid gives you the A Better Engine Blade III quest, you'll have to find a source of Sturdy Helixhorns. This is easier said than done. The Sturdy Helixhorn is dropped by one beast in all of Lucis, the Duplicorn. Finding a Duplicorn is the easy part.
Travel to Lestallum Outpost in the province of Cleigne. Go to the local diner and speak to the Tipster there. There's a hunt available from him called "The Last Spiracorns." This quest recommends you be level 29 before you attempt it, and that's probably for the best. Once you accept the hunt, head for the quest marker which takes you to Lower Wennath.
Once you get to the quest market, search the area for a bit, and you'll run into 2 Duplicorns and 3 Spiracorns. This fight is where the journey becomes a hassle. As long as your part is level, 30 or so the Duplicorns and Spiracorns aren't too tough. However, to get a Sturdy Helixhorn, you don't want to just kill the enemies outright. Instead, you need to chop off the Duplicorns' horns before you kill them if you want a chance to grab a Sturdy Helixhorn.
There's no way to make getting a Sturdy Helixhorn a 100% guarantee, unfortunately. There are a few things you can do to increase the chance, though. The Hardedge greatsword has a higher chance of dismembering an enemy than other weapons, so attacking the Duplicorn's horn with this weapon will increase your chances of severing the horn. The Mother & Child Rice Bowl dish will also increase enemy item drop rate, which also raises the likelihood of getting the rare Study Helixhorn. Also, the Duplicorns have two separate targets you can lock onto. Make sure you're attacking the head, not the body if you want to make the horn break.
Completing A Better Engine Blade III
If you end up completing the hunt without obtaining the Sturdy Helixhorn, don't just reset the game. You can return to the Tipster in Old Lestallum and choose to go on the hunt again, thus keeping what spoils you've earned instead of making the whole thing a waste of time.
Once you finally get the Sturdy Helixhorn to drop, take it back to Cid, and he'll take the Engine Blade from you. Do five hunts or side quests, and then rest somewhere. When you awaken Cid will tell you the upgrades on the Engine Blade are done. Return to Cid, and he'll hand over the fully upgraded Engine Blade, now called the Ultima Blade, and you'll officially finish A Better Engine Blade III.