I found one of the Gauntlets in Pillbox Hill or whatever, so I brought it to the marked area on the map (The Los Santos Customs by the airport). The issue is that the door will not open for me. I've tried everything. I did different cars, tried different shops, switched characters, restarted the game, chose a different load point, etc. and nothing works. I can not continue the mission because it won't let me in.
I hoped the latest patch would have fixed it, but it didn't.