Chapter 5: The Village of Kirra
1. Upon reaching the village proper, head to the right and follow the path to find two chests containing a Phoenix Feather and Gorgon Eye.
First set of collectibles
2. After defeating the juggernauts, proceed to the right again and jump over the movable pedestal to reach the balcony of the house. Inside the room, you'll find another Phoenix Feather and another artifact (Circe's Vial).
Second Treasure and Phoenix Feather
3. After reaching the part where the wooden bridge collapses and killing off a bunch of beasts, proceed to the right (the house along the way contains a Gorgon Eye) and follow the path until you reach a treasure room with a large, rotating roller. Follow it and go to the central platform. Pull the crank to the southwest first, then the northwest then finally the northeast. Make your way to the three platforms before the roller rolls in and slides them back into position. You'll find two red chests, the fifth Gorgon Eye in this mission, a third Phoenix Feather and a crank that will disable the roller. This also unlocks the trophy “Round and Round”
Chapter 7: Tower of Delphi
4. Once inside the tower, follow the ramp down first to find a Phoenix Feather.
Chapter 8: The Python's Belly
5. After obtaining the Lightning of Zeus magic and clearing the area, make your way to the top and instead of proceeding forth, jump to the lower left to access the chest containing the fifth Phoenix Feather and two red chests.
Chapter 10: The Temple of Delphi
6. After defeating the cerberus, pull the ramp ahead then head to the statue emitting green mist to the left. This will change the time. Go past the main door and break down the door to the far right to find two chests containing a Gorgon Eye and a Phoenix Feather.
Delphi Temple Gorgon Eye and Phoenix Feather
7: After the scene, step on the green mist then take the stairs to the right first. Destroy the door and follow the path until you reach the next hallway. Defeat the enemies to unblock the pathways. Now in the middle of the hallway is a movable statue. Grab it and push it towards the first room to the right. At the upper level of the room lies two red and white chests. Push the statue under the metal grate to the right then touch the green mist to make the grate fall down on the statue's head. Jump on it to reach the goodies.
Delphi Temple Gorgon Eye and Phoenix Feather, East
8. From the entrance, step on the green mist and take the stairs to the left. Destroy the door and continue to the hallway. Kill the enemy to remove the barricades. Grab the movable statue in the middle-right of the hallway. Push it inside the lower left room then place it on top of the pressure plate. Now step on the green mist, push the statue out of the pressure plate then head towards the gate. Once the time returns to normal, push forward to enter the next room. Grab the Gorgon Eye and Phoenix Feather inside, as well as two red chests and a lever to disable the gate.
Delphi Temple Gorgon Eye and Phoenix Feather, West
Chapter 11: Delphi Catacombs
9. Continue until you reach a hallway with spikes on the ground and you'll also get a glimpse of two white and red chests at the end of that hallway. Jump on the first platform then pull the two snake heads above for them to release the time-bending green mist. Quickly make your way to the second platform and do the same. Run up to the ramp and pull yourself towards the door then smash it open. Run back from where you landed to find the chests and loot the collectibles and orbs inside.
Delphi Catacombs Gorgon Eye and Phoenix Feather
10. After lifting the statue from the lower floor, push the statue along the ledge until you make it back to the main hall. Push the statue over the ledge and continue pushing it past the mist. To the lower left lies a pressure plate where you can put the statue over. This will lift the gate to the upper left. Go there to get a Phoenix Feather and open two red chests as well.
Delphi Catacombs Phoenix Feather 2
Chapter 13: Passage to Delphi
11. Head to Aletheia for a scene. After hearing the oracle's dying words, continue forth and jump across the chasm. Scale the wall to the right first as it leads you to a secret cavern containing a Phoenix Feather.
Delphi Passage Phoenix Feather
Chapter 15: The Grotto
12. As soon as you start, dive down and follow the cavern to the right. Swim up when you see the clear water above to find two chests containing a Phoenix Feather and a Gorgon Eye.
Grotto Cavern Gorgon Eye and Phoenix Feather
13. Once you've reached the Harbor of Kirra, go to the left and you'll find two white chests in the upper corner.
Kirra Harbor Gorgon Eye and Phoenix Feather
Chapter 16: Prison of the Damned
14. Defeat all enemies once the chapter starts then use the amulet to restore much of the destroyed part of the prison. Continue ahead then turn to the left to find a red chest and a Phoenix Feather.
Prison of the Damned Phoenix Feather
Chapter 18: Delos Landing
15. Make your way up to the foot of the statue but instead of going straight forth, continue to the left until you reach a wooden scaffolding. You'll find the last phoenix feather here and two red chests.
Delos Landing Phoenix Feather
These collectibles are found in white chests. There are more than enough white chests in the entire story. After collecting all the feathers, all succeeding white chests will just yield massive amounts of red orbs. Collecting all Phoenix Feathers will unlock the trophy “Light as a Feather”