I'm terrified of any 'special' melee weapon that might force your party members to ask "Hey Bob, is your club out of ammo"
Maybe re-skin the Gnomish Piston Maul that uses thunderstones to power itself with a gun-powder version. I wouldn't go overboard on trying make the statistical change nominal.
The grenadier alchemist archetype lets you infuse alchemical items into melee weapons so they go off when you hit. That sounds roughly like what you are going for.
There is the Drawven Thunderhammer from Adamant Entertainment. It does 1d12 damage, is a two handed weapon, crits on 19-20x2...and can be loaded with gunpowder to add 1d6 fire damage.
Stick that on a Grenadier Alchemist and you'll probably be all set.
Other than that, I'd suggest you stick to Hammer type weapons and look at the affects of various special ammos. Have them set off when the hammer hits and you're probably on to a winner, so honestly it would probably be more the gear. Maybe make this a variant of the Gunsliger rather than the Magus?
The Gulch Gunner archetype is a melee gun wielder.
If you want to write your own rules for it, you'll want to ask in the Homebrew forum instead of advice.
Would probably be easier to homebrew a weapon than a class around a weapon that doesn't exist yet.
Well, the weapons would be exotic, so the class would be something that gets proficiency with them. And there are all kinds of options for what it would be, from gunpowder punches to explosive piston hammers or spears to FF8 style gunblades.
Sam is Brazilian.