The visions, compared to the other collectibles, are a little more straightforward. They are the "hologram" story sequences that play out during and after missions and Delusions. The only difference compared to the last DLC is this one requires multiple playthroughs to get them all, more specifically of the mission
Thicker than Water.
Every time you restore the statue in this mission, you will get 4 choices to make: Yourself, Lakshmana, Ishwari, and Your Father. Each of these are unique and give you different visions, with the last one appearing outside the cave once you do them all. When I was running this specifically, I ran to a nearby safe house to save my progress before quitting and rerunning it.
https://mapgenie.io/far-cry-6/maps/pagan-controlYou can also use this map to find the collectibles. You can click the stuff you don't want to see (like chests), to take them off the map and make it a little clearer.