Hmmm. It seems like there are yellow bounties that you can get that reward exotic items. They are multi-step and really hard. Let's be on the lookout for them.

- No text -

The strategy guide confirms that Exotic bounties exist and reward exotic weapons or armour.

It gives three examples. One of which is:

Shattered Memory Fragment
- Track down Fireteams Tuyet's last stand -
One of our Venus Patrols found a memory fragment on the remains of a destroyed Vex. This fragment concerns the final mission of Fireteam Tuyet, lost long ago on Venus' Shattered Coast. Perhaps one of their Ghosts can be recovered.

I just got one.

I handed in two bounties and I was given the option to choose from 3 Exotic bounties as a reward. I took screenshots of 'em, so I can drop those off here later.

I got one. It's still sitting in my bounty pool as there are many steps and I don't know if I want to finish yet.