In this episode there are 4 collectibles however, for James’s Mask there are two possible scenarios of obtaining it that are dependent on the choice that you made at the end of episode three. SPOILER WARNING!!James Mask Scenario 1
collectibles can be found inside the cave that you go to. The Crystal
will be on the left side of the cave near the water and the Toy
is on the right side of the cave next to where AJ is standing.James Mask Scenario 2
is inside the fishing hut when you are AJ, and it’s on your right side next to the broken cooker.
At the very end of the game the Mask
can be placed on the coat hanger, the Skull
is placed on the shelf on the left side of the room. The Toy
can be placed on the right bunk bed and the Crystal
can be placed on the desk on the right side of the room.
If you're still struggling feel free to use this as a reference.The Walking Dead: The Final Season - Episode 4 Collectibles
Hope this helped.