#1. As soon as the mission starts, open your nanovisor to tag the collectibles along the way. Right in front of you is the first blackbox of the mission, and a few steps away from it is a propaganda poster. Above the poster is a wreckage where a datapad and ammo crate is found. Continue forth and you'll find another blackbox beside the corpse in the bus wreck.
First few collectibles of the last mission
#2. Continue along the straightforward tunnel until you reach a large, bright cavern. Take the path to the left and go around the metallic platform as you make your way to the right. From there, you'll find a stash of ammo, weapon, nanosuit upgrade and a datapad.
#3. After connecting to the first mind carrier and clearing the area, you'll continue forth a tunnel and will find a blackbox along the way. There will be two paths from there; the shortest one is the path to the left while the path to the right, along the stream, is longer but will lead you near the game's last collectible. Follow that path until you reach a large cavern. Open your nanovisor to find this datapad on the lower ground, near the vehicle wreckage.