The "Vanguard Mech Parts" quest will reward you with the blueprints upon completion, no need to purchase them elsewhere! You can craft the mech parts in the Outpost, exactly where you'd craft vanilla mech parts too.

The underground settlement you found has two entrances. The one above-ground - the one you found - is the hangar entrance, which is locked from the inside. Head to the right until you find a hole in the ground, near a couple of antennae. That hole will lead you to the actual main entrance, which is hidden underground.

The Centensian items you can find are used as crafting materials for a few Unique weapons, and are required for a few quests as well. You can also sell the materials for Tokens of Merit, or keep them for later, as future updates will introduce more crafting recipes requiring Centensian materials.