I made a spreadsheet that can be used to track all of the collectibles, including the location for each:https://docs.google.com/spreadsheets/d/1cjWgZBGXeDjzCWJKa82z...
Just click on "Use Template" and you can add a copy to your own google drive.
If you are looking for just the Golden Cicada Shells, you can filter by collectible type. Once you have all of the shells collected you need to bring them to the guy on the top of the tower in the hidden village.
If you find any issues with the spreadsheet please let me know and I will try to keep it up to date!