The Thermal Phantom is one of the many types of Typhon monsters that you will encounter in Prey... The monster looks like a tall, fiery alien, and an encounter with him can be fatal if you are ill-prepared.
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How to get all weapons in Prey
First of all, the Thermal Phantom doesn't take fire attacks, but it is prone to psychic damage. This means you can use weapons like Q-Beam or Typhon's Kinetic Blast ability. If you have a GIPS cannon, you can slow down the monster and run away, or then finish it off with a more powerful cannon. And yes, you can use other common weapons like the shotgun, but you have to spend a lot of ammo. Do not try to hit him with a melee weapon such as a wrench.