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Answer: Sandworm waters in desert areas.
1. Go to Oasis Town and find the first one where there is a very large X pattern above the door.
2. The second one can be found at the Worm River location.
3. Come to Haite's absurd land and break the walls, defeat the triggered monsters and find the X mark.
4. Enter the abandoned courtyard and see the big X mark to get the fourth one.
5. Come to the Magnis Lighthouse and find the X mark to get it.
