There are four secret locations in Cozy Canyon - labelled ??? in your map guide. All four of them are in the first area of the map - i.e. you don't need to lower the gate to the lighthouse to reach them.

The first two are both caves which contain treasure chests. One is just on the other side of the castle walls as you walk from the starting area towards the gate to the lighthouse. It is on the left, set into the cliff face that the windmill is sitting on top of.

The second is located by the giant turning gear on the side closer to the starting area. It can only be accessed by reaching the windmill, then dropping down and doing a double jump into the cave.

The third is the fox running around underneath the platforms which are activated to get the three caves medallion. All you have to do us run after it; when you catch up to it, it will sit down and you will get the location.

The fourth is the red bird circling high above the first part of the level. You have to touch it to get the location. The easiest places to do so are either on the windowsill on the back side of the windmill, or on the highest level of the cliffs, a bit further along the path that leads from the three caves medallion towards the top cave than the scared NPC.