Take a right after going through the security checkpoint. The newspaper is on a bench over here.
After securing the lobby, enter the blue Mainframe area. Head to the extreme left end of this rounded room to find an audio log on the ground.
You'll open a door after checking the Mainframe. Take out the trio of Helghast there and proceed forward. Check the round bench around the corner to find this.
After exiting the building, you'll encounter some additional Shadow Marshals. Move past them to find a couch in the back corner; a comic sits atop it.
You'll find this while securing the first train. Before hacking the console, face it and turn left. The comic is on the floor underneath some collapsed chairs.
The next comic is inside the second train. Before entering the second car, look to your left to spot it tucked inside more chairs.
When the train bomb detonates, climb the nearby ladder to a higher vantage point. From here, use your zipline to reach the furthest track. Turn left and drop onto the lower platform here to find another comic.
This is found when going after Tyran. Breach through the glass roof and clear the room, then turn around. Follow the building as it wraps around to a small room with several boxes. The dossier lies atop a crate here.
Head up the stairs in the room you just cleared. Enter the hallway, then take the first door on the right. Clear the Helghast, then turn right again to spot the audio log atop another crate.