Vol 1. Next to a chest which is underneath a skeleton, northwest from the Shrine of Learning, go towards the waterfalls following the coast, until you see some quicksilver on a path to the right, go up the path and you are sure to see it.
Vol 2. Use the Emerald Paragon; which can be found on a Frost Giant. The giant can be found in the canyon leading towards Glacial Caverns, you have to go across the bridges and ledges to the top platforms, to the very top little mountain platform that is connected to by a bridge, on the other side of that platform is a Giant cave, kill the giant, take its paragon and go find the portal, which is on top of one of the waterfalls close by, opposite another Giant cave. When you go through the portal, go down the waterfall path then go right at the end by the broken pillars.
Vol 3. Is in one of the many huts on a table on the way to the Glacial Crevice, nearer the end of the valley, on top of a platform.
Vol 4. is in a hut outside on a table when you exit the Glacial Crevice on your way to the Shrine of Radiance.
Take them to Urag-gro Shub, and the quest should complete.
Help from Black Mamba 19 and minor help and information from other forumers.