These Codex collectibles will be located in every location that you visit, except for Judgement House. So be sure to continually check this video to ensure that you obtain each Codex before progressing through the game. Specifically, do not forget to nab the two in The Museum before you leave, as these are the only two that you will be unable to return to obtain. You will need to use your Reveal ability to fully show each one.
Note: I did not make the video. Credit goes to the YouTube channel.