If I remember correctly you need to complete rescue Cassie mission and arrests Don, after that Don will give you a Desert Map to Sunshine town and unlocked Desert
Get purposefully captured by the don's men (Via the toll guy) and when he questions you, answer "you don't wanna pay" and choose "grunt work" as your final choice.
After you accept the don's work, head to cassey's hide out, before sleeping to refresh the day and she will be gone. (Basically kidnapped)