As said before, all of the DLC areas in Borderlands only have the one fast travel area. Knoxx/Armory is a bit of a pain because it focuses primarily on vehicles and loot. But that car focus means you will be doing a lot of driving back and forth.
The best solution is to pick up everything you can and go in one direction, complete it, and then exit out of the game. That way, you'll be back in the main hub area and then just go in the opposite direction. It's tedious and goes a lot easier in co-op. Also recommend parking a car near an exit if you back track manually, that way when you go to a Catch-A-Ride you can just teleport to that older/other vehicle.
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