Donkey Mong is a special Bullymong version and looks like this...
...and he can be found here...
Image credit to PowerPyx.com
He might not always be there but it is the location in which most have found him.
Fastest way to get him to spawn is to make your way to either Hero's Pass or Human Dwelling Point in Eridium Blights. Travel to the next respective area and immediately back to Eridium Blights. This way you'll create a save.
Now go to the location shown on the map screenshot above. If he spawns...lucky you
...if not just quit the game and when in the main menu hit continue. This brings you back to Hero's Pass or Human Dwelling Point and you can check the spawn point again.
I for myself used the Human Dwelling Point simply because it is a bit closer