It's also possible to get it via a Baron drop if you go through Forsaken as a legacy dlc with newer guardians. It dropped from The Hangman, for me just now, as I got around to doing Forsaken with my unused warlock for the first time.

Hi, Lucky! The Gambler’s Palm was a sparrow I definitely WANTED. Like you, I saw that, under its tab in the collections, it says to get it, do the Spider Bounties. I did the Spider Bounties. For SIX MONTHS. I kid you not. And not once did that sparrow drop. Several people I talked to said they managed to get it that way. Honestly, I don’t know how, unless it was in the very beginning of Forsaken. It was a couple months after that I even noticed the dang sparrow was out there and became determined to get it. Anyway, with so much time invested in getting it and never having it drop, I went back to google and looked up all the ways people were getting it. I found a post on Reddit that said someone had figured out that, when the Flashpoint is on the Tangled Shore (And it doesn’t matter which Baron it is you’re going after) play the Flashpoint and either at some point in the Flashpoint, or at the end when you defeat the boss, a purple engram will drop and it’s possible it’ll be the Gambler’s Palm. They said that it’s possible you may have to play the Flashpoint a few times to get it to drop because it’s random, but that was how they got it. So, I waited and, the next time the Flashpoint was on Tangled Shore, I played it. It happened to be The Rider, so it was a fairly easy Flashpoint, which was nice, because it didn’t drop for me the first time. Or the second. LOL. It took five plays before it finally dropped, but when I got to the end and defeated The Rider, two purple engrams dropped and one was Gambler’s Palm. So my advice is to wait for a Flashpoint on Tangled Shore and play it. Over and over, if it doesn’t drop on the first try, and see if you can get it that way. I’ve had a few other people ask me how I got it because, like you, they were doing the Spider Bounties, like it says to, and were getting nothing. They did the Flashpoint and, after a few plays, it finally dropped. It’s a pain because, you go in and play and it doesn’t drop, you just load back in and do it over, and over. HOPEFULLY, it won’t be more than a few tries. Even better if it drops the first go. Only thing is, you got to wait for the Flashpoint to show on Tangled Shore and it’s on a weekly rotation and not up this week. But, when it does show up, give it a go. Fingers crossed, it works. And I really hope you get it because it may not be the fastest sparrow, but it was Cayde’s and it’s damn special. :) Good luck! I hope that helped! ~Ais

It can also be a reward for heroic baron adventures.