This guide of Death Stranding will tell you how to stop the small thermonuclear explosion in the 3rd chapter. The threat of explosion emerges soon after you receive order number 38 – Emergency Provision Delivery: South knot City.
You shall receive the main cargo and a package with a thermonuclear bomb from a mysterious courier upon acceptance of order number 38.
The nuclear bomb will explode if you travel to South Knot City soon after accepting the package. if you leave the bomb unattended on the ground or even if carelessly handling the container.

Travel to Distribution Center South of lake Knot City where Fragile is to stop the bomb from detonating. After you have arrived, get down to the Private Room to speak to Fragile. Here you should discover through a vision that the mysterious package was from Higgs.
Now to reach South Knot City safely, you have to get the bomb to the Crater Lake as soon as possible in order to avoid the detonation. You have 20 minutes to finish this task. It is recommended you use a vehicle for the task. Upon arriving at the lake, remove the bomb from the back and throw it into the lake.
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