That makes me very upset that I wasn't able to snag one.
I've never had much of a hard time obtaining ANY Target exclusive figure. Is it trivially easy as it should be? Unfortunately not. Is it hard? Eh, slightly. There's a bit of a hunt to it, but nothing overly difficult.
Look up the DPCI on the product page and call your nearest Target. Use the phone options to get to customer service, give them the DPCI, and ask them if they have it. If they don't ask them when it's due in (that's a field in their system). Also ask them if other nearby stores have it because that's also something their in-store system can show them.
Their street date for the set is July 20th. Call the first time a week before that. They probably won't have it yet nor will other nearby stores, but they might. If they or another nearby store has it ask them to hold it for you at customer service then go get it. If they don't call back in a week or two and repeat. Most of the time their employees are helpful, but if you end up on the phone with one who isn't call back the next day and hope you don't get that person again.
The alternative is to wait until the release date of July 20th. It should go live at midnight CST (their corporate home office is in the Central time zone) or within two hours of that time. Hopefully you can snag it in stock and online during that time window. Sometimes I get figures like that, but if it's a super-popular one--and since this is a figure of the year candidate I would just assume it will be super-popular whether it ends up being that or not--I have to do the local hunting as I described in the last paragraph.
I've never missed a Target exclusive doing one of the things I just outlined, and I think I own every Target exclusive Legends figure they've ever done since 2019. Or close to all of them. I'm sure there were a few I didn't want.
Here's Target's product page for the set:
Read reviews and buy Marvel Legends Series Gamerverse Psylocke vs. Thanos at Target. Choose from contactless Same Day Delivery, Drive Up and more.
www.target.com
The DPCI is in the "Specifications" section and is 087-26-2726 for this set.