At the start of the chapter, the first collectible is just off to the side of the area you begin in, under a billboard and a broken section of street.
When you and Arcadia get separated, there’s a collectible floating to the right over the lava. It may seem a little difficult to get, but just jump into the lava and when your head comes flying out, it will snag the collectible.
Once you pass through the pipe, you will come to another open spot with Blade Demons. The collectible will be floating there, but to get it, again you will need to just toss your head in the lava and you will grab it on the way back up.
When in the parking garage, follow the edge nearest the lava around and you will see the collectible on the broken driveway on the far side. Simply toss your head down to snag it.
After exiting the garage, you will cross to a walkway on the other side. Once there, pop off your head and roll it under the walkway to find a collectible sneakily hiding out down there.
Just after the building falls on you, this collectible will be on the left side, under a pile of rocks.
In the next room, there will be a collectible below the floor. Shoot out the glass in the floor to allow access and then drop through to grab it from where it is floating.
Around the corner from the previous collectible, you will walk up a ramp. Just above the ramp on a concrete platform will be where this collectible is.
After you exit the building and come back out to the street, there is a set of stairs on the left side that lead down to a short corridor. Go around the corner and there will be an opening in the wall to the left that this collectible will be sitting in.
When you start to near the whirlwind at the end of the chapter, look behind you when you pass the group of turret demons. There will be a sloped section of street that the collectible will be sitting on the very top of.