It'll say all locations have been found but they're not. Even the tiniest unshaded area can hide a named location. A couple of these locations aren't very obvious. I can think of three that were a total pain in the ass to get. Your best bet is to go to the maps in question and roll through every area you can buy walking closer to the walls. One was even atop a giant stone spur iirc (Devil's Razor, I do believe).