Projects/research/Crafting

Check under the Remnant weapons, the Cryo glove melee weapon is there afaik.

Its a bit of a weird system but you have to research the mods first and then they tend to drop as loot. You can also buy certain mods that cannot be crafted (and dont or very rarely drop) at the general merchant on the Nexus.

Lastly, the hidden caches revealed by the Reconnaisance military cryo perk often have mods in them.

Yep, thats how it works...and it doesnt end at level 2, it goes all the way to 10

Can't research mods, only some of the augmentations.

the points are not enough if i have to spend them for every upgrade!
to build an asari sword until level 5 (why you say 10?) i need 1000 points
at the moment i have 365 points and i spent only 475 points......how can i craft a rifle + a sword + set of armor?? it's impossible
i'm forced to get each of them from a different technology

Get the research data pod upgrade. You find your self with plenty of MW research. 

Ah, but thats something different. The armor mods are very rare, usually you get them from a Vault or  Architect and they ALL have negatives, you can halve the negatives with a Cryo perk but thats the best you'll get.

So, they're always a trade off, I had a Biotic Mastery one today and it boosts all your biotic damage by 30% but you lose half your health (either that or it reduced weapon damage, cant remember now), thats pretty much how they all work, you get a massive boost in one area and lose something in another.

The Nexus merchant most definitely has weapon mods, though, try clicking on the weapons tab at the top and it should highlight them.