Sorry, I'm a PC player, so not sure about console controls. I think down on the D-pad is throw rock from what I can tell, and R1 should be throw explosive. So in theory you need to open your weapon wheel (L1), highlight the explosive you want to use then let go of L1, which will close the weapon wheel. Then press R1 to throw the explosive.
Not sure, though, as I'm unable to test. Hopefully a console player will be able to help further.


