Use Rex Fury (during Free Play) to break open the strong crate in the first area.
SHIELD PIECE #2
Swim past the toxic waste. Look for the strong crate and break it using Rex Fury. The reassembled parts will form a color swapper. Extract the yellow color from the swapper. Look for four duckies in the area and spray them yellow.
SHIELD PIECE #3
Once in the vault, look for four safes to crack. Open them for the shield piece.
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SHIELD PIECE #4
When you get to the bank itself, hop on the floor buffer. Look for the dirty spots on the floor and buff them out.