Guide with all the collection items and their locations and prerequisites. Also, some lore is included in the spoilers!
Original info got from the Chinese guide written by 这一看就是混血臭鼬. Without your excellent wiki, this wouldn’t be possible. I am just translating your words with google translate, finding the game objects myself, and writing the descriptions. But I have had to borrow some of your images for now because I work on top of this, I am so sorry. Thank you for your hard work. I am just putting this out so more english people buy the game!
What even are these?
The collection items are objects you can pick up in each stage that have story relevance to the playable characters. Each character comes from a different associated level, and each level has fallen to chaos in some way. Most of getting the collectibles is helping the characters learn more about their fallen worlds turning into abysses, so I’ve broken them up via zone/character. This guide will have spoilers for the abysses and characters.
Zone 1 (Hell Surface)
Ruby Crown Thorn
Requirements: None
Location: In magma at the lower left of Zone 1.
Zone 2 (City of Gold)
KR-965
Prerequirements: Using the character “Welles,” play at least one game. On reentering the bar, a conversation will trigger with the butler about
recovering the lost element columbium- the thing that made humans advance so far in the first place in the City of Gold, and the thing that lead to their civilization’s collapse. After this dialogue, you can pick up the artifact with any character to the upper left of the start.
Location:
Zone 3 (Evernight Marsh)
Book of Truth
Prerequirements: This is the longest one. After a long dialogue tree with Asia about
first, her home planet, then her realizing the marsh swamp is her home, then her asking you to find her book WITHOUT READING IT!, you can find the book at the upper left of the starting area, in the marsh with the huge tentacles. (It’s best to pick this up with Asia, as the tentacles don’t attack her.)
Zone 4 (Inner World)
Collapse Countdown
Prerequisite: This is part of the questline to unlock the hidden character Rozena. Her questline is really good, so please try to figure it out with the hint that she looks exactly like the broken shop doll, and she has a bell on her head!
How to unlock: After purchasing and refining the bell once, you can get some unique dialogue with every person in the bar about the mysterious doll and the power of the bell. Then, you can go pick up this artifact in Zone 4 in the upper right of the world with any character. This one’s kind of annoying to get to, as it’s far away and there’s a lot of twists and turns. 
Zone 5 (Asteroid Base)
Astronaut Helmet
Prerequisites: After a couple conversations with IAA about
how her human colony was chased from planet to planet after being hunted by bug aliens, and how she’s apparently lost someone precious she was looking for on her planet, you can find this at the spawn point for
all the alien bosses that spawn from this level, I think.It’s to the left and down of the spawn point.
Zone 6 (Fruit Planet)
Ninja Certificate
Description: Made of precious oak, the wood grain twists and turns around, symbolizing the ups and downs of life. After decoration, as a graduation certificate of the Ninja School, it is presented to the best student. On the top of it, the school motto is engraved: “Revere death.”
Prerequisites: After a few conversations with the character “Little Sara” about
how her planet was destroyed by the exploding of the red sun, and how she’s worried about her prince. She says she won’t worry about it and that soon everyone will be able to eat the fruit salad she’s made. Then, you can find it in the upper right corner from the start point.
