The favour orbs in this game grants elemental upgrades to the weapons like lightening, fire and ice. These orbs are only found in levels Fortress of Jaidhar, Hiranya Nagari and The Land of Mystics. There are individual achievements for getting all orbs in these three levels as well.
Most of them are extremely easy to find except few which are a bit hidden. There is no chapter select. Miss one and the entire game has to be replayed.
I made clips while playing and collated them using upload studio. Hope this helps
Fortress of Jaidhar - 5 orbs
Hiranya Nagari - 5 orbs
The Land of Mystics - 6 orbs