You can't actually buy either variation of gunpowder. The Regular version comes from the Sarutobi Clan, some of their Hiden techniques produce gunpowder, which they then ignite as an attack;
http://naruto.wikia.com/wiki/Fire_Release:_Ash_Pile_Burning (Fire Release: Ash Pile Burning)
The second variation isn't actually in any of the great nations, and if you wanna find it you're gonna have to study up on your Naruto Geography and History. Or you can wait for a few days or so where I'll be updating the Clan sheet for the Hōzuki because they'll have a connection with the location that produces the Water-ignitable version. Hyōryūgetsu's father comes from that particular location, and as a result, she has an almost kekkei genkai. I suppose it's a kekkei genkai but it's never really classified as one. It's combined with her Hydrofication technique in a way that she'll only use when she's getting serious. Shen already knows about it, just not where it comes from.