1 × Sapphire (Square) - Execution ground. Concealed in the second torch.
Chapter 4-1
1 × Sapphire (Square) - Caves. Shoot the second brazier you encounter after climbing the ladder.
1 × Sapphire (Square) - Ancient village. Inside the second stone casket you find.
1 × Sapphire (Square) - Labyrinth. On the ground after you have pulled the cords of the first statue.
Chapter 4-2
1 × Sapphire (Square) - Worship area. In a brazier inside one of the alcoves situated along the path the light beam goes down, on the east side of the map.