I found an empty chest in the Han town of Yingchang. It didn't have anything in it at day 54.

I checked Yinchang at day 129 and found a lordly battle feathered hat inside of the bonus chest.

There's 2 boxes per faction, and they're both in different towns.
So if you find the first two in towns, you don't need to search anymore of that faction's towns.

got a "Refined Heavy Sabre(1-handed)" in Xizhou, go inside, take a left by the armorer, go straight till wall, there is a chest hidden in a haystack nearby. All the items seem to be randomly spawned base on the save creation, meaning it will spawn or won't.

got a "Refined Eagle throwing dagger(throwing obviously)" in Runzhou, into the gates and straight until wall, right turn and straight until arena door, chest in the corner.

got a "Refined Light Cho-Ko-Nu(Crossbow)" in Datong, into gate straight till a 4-way street, slight left will have a flight of stair up, on top hide a chest. Repeat crossbow, usable on horse, same as "Mini Heaven Shaking Thunder". Spawned 2/2 times new world.

got a "Jin Refined Charge Spear(Ground anti-cal) in LingHuang, into gate, into arch, go left until next to the tree, turn right, jump up the wood logs and turn right, chest in the corner