The Badlands Map: The Badlands
From the Badlands save point, head south to find the chest at the entrance of the cave on the left.
Cosmic Belt
From the Badlands save point, head north to find the chest on the other side of the large pillar.
The Skein of Severance / Trail of Valediction Map: The Skein of Severance
This chest is located across from the Trail of Valediction save point near a stone doorway.
Megalixir
From the Trails of Valediction save point, head north through the doorway and take a right. Follow that path down into an open room. From there, swing left and take the top left path. Follow it to find the treasure chest.
The Skein of Severance / Twist of Isolation Mega-Potion
This chest is west of the Twist of Isolation save point.
Mega-Ether
From the Twist of Isolation save point, head north through the doorway and keep heading north into the next main area where you helped Kairi and Axel. Turn left and take the other tunnel south to find the chest straight ahead.