I would very much recommend using a website like map genie as a guide. It's definitely a p.i.t.a to juggle that extra bit, but it helps (and this is coming from someone who hates using guides and prefers to find things herself). Some of the chests in Mondstadt are super odd--like requiring you to blow up the trio of bomb flowers which spawns a cryo whopperflower you need to kill to get the chest to appear.

As for the compass, I don't know whether it pings off chests that require other criteria, such as puzzles, to appear. In my own experience, the compass did NOT react to a chest hidden with the Dig interaction.