Yes! It is Exeter.

I am in Devon - There is a city called Exeter in Devon, which is a country in the UK.
I am the supreme limb - It's the best fire"arm" in the game.
I have an unknown mister - The word "Exeter" contains the letter X, and Mr X means Mr unknown.
I like dinosaurs - You need a Dino Bone to remodel the weapon.

YOU GOOOO