Yellow: 37:45 in the attic door that you pull down with the cane.
Red: 38:15 drops from the ladder when you click on it (after collecting yellow)
Gray: 38:25 rolls out from the room with the white gate
Green: 38:40 in the chalkboard at the back of the room where gray rolled out from
My 100% achievement walkthrough video for this game
Episode 3 is at 27:43