Blaze is used to craft Fire attribute ammo. You need to collect a plenty of this resource if you use Blast Sling and other weapons that deal explosive damage.
Parts Alone Trial at Nora Hunting Ground is the best place to farm Blaze.
You have a chance to hunt 10 of Grazers during the trial. Around 40 Blazes can be obtained from one trial.
Additionally, you can get a Blazing Sun Reward Box by completing the mission within 1:30 mins, then you can earn extra Blazes.
Horizon: Zero Dawn in PS4's Virtual Cinema