Ditto on what Alvin said. My Scatblast gun is 25 years old and has never given a problem. It has no adjustable parts -- just a trigger and a replaceable ceramic nozzle. It is so simple and so problem free, I have always just taken it for granted and never thought about it. *if* I ever needed to replace it (which I can't imagine ) I would only consider buying another one from TP Tools.
Looking at your picture, I would expect to see a similar set up but I do not see a nozzle ... ?? Do you have a parts diagram or something to check if you are actually missing parts? A good blast gun is one of the simplest, least complex, most dependable tools you will ever own -- *if* you get a good one. If yours isn't working, you have only two possible reasons as you have already sussed out -- A. Missing part or B -- its just junk. There is a third possibility -- C. All of the above.