I'm level 25 or so and have been to several different vendors but for the life of me I can not find one mod for the Katana, can't find the protective sheath. I was able to find the other two at 3 different shops and upgraded my katana but no sheath.... I play on the Playstation 3. Any idea what's going on here?

try the prospectors place i got my sheath and authenic blade there if not i usually find them at novacs store

Where is that? I have tried Novac, Mick & Ralph's, Silver Rush, 188 Trading Post, and Vendortron. Novac is where I picked up the blade and new grip but no sheath.

the prospectors camp is by primm just follow the railroad by the NCRCF and then you find a route up hill to your right go down and you should find a marker for it

I've looked for that place on Wiki but can't find it, can you please give me a link, what I am finding is abandoned camps.

http://fallout.wikia.com/wikia/The_Prospector%27s_den

Weird, I have been there and killed all the Jackal Gang Members but haven't been back from what I read from the wiki it says "Initially, the Prospector's Den will be inhabited Jackal gang members, who have raided the den and killed the prospectors inside. Should the Courier clear out the location, a new group of prospectors, including two New California Republic prospectors, will inhabit the den for the rest of the game.

Along with the two prospectors, a merchant will also inhabit the area, standing near the exterior of the shack."

This must be what you were talking about, I guess I'm going to head there and check it out, I hope the merchant is selling it, or I'll have to go around every merchant in the game and find this dang thing.

Reference:
http://fallout.wikia.com/wiki/The_Prospector%27s_Den

hopefully she has it for you! she did for me haha

Thanks for the info Shadow. Does she sell any other good stuff?