1: You can find this first Heirloom at the top of the path, inside the gazebo to the right, when you are chasing Sophia.
2: Once you have the teleport power from the building with the doctor, return to the crypt where the two guys were trying to break in and go through the broken wall there to find this Heirloom.
3: Now that you can teleport, return all the way back to the entrance of the cemetery and cross the bridge. Go to the right of the bridge and teleport over to the bank on the other side of the river to find this Heirloom piece.
4: From the previous Heirloom, continue along the river bank and teleport to the other side when you can. Follow the water to the end and in front of the tree there will be the next piece.
5: Now return to the building where you learned to teleport and after you teleport across the first gap and through the wall, go down to the first floor and in the far left corner will be this Heirloom.
6: At the rear of the building where you learned to teleport, walk to the left, past the man in the ground, until you come to a fence you can remove. Do so and the Heirloom will be on a stone slab there.
7: Just to the left of the previous piece, reveal the stairs there and go up to find the Heirloom on the floor.
8: Just after you deal with the second group of demons, continue through the cemetery and you will come to this fence on the left of a crypt. Grab these two Heirloom pieces.
9: In the same area as the previous Heirloom.
10: Once you have the two previous pieces, go through the crypt to the right and continue through the back wall to come to another area. Go to the far right and you will see the next piece on the ground there.
11: From the previous Heirloom Piece, enter the middle crypt on the right and it will be sitting on the stone slab.
12: When you are coming up on the large tree at the end of the cemetery, look for this piece on the ground to the right.
13: When you finally catch up to Sophia, look for this final piece at the base of the large tree.