You will reach this quest after progressing through the Season of Dawn quest line to a point and receiving Saint-14's shotgun, the Perfect Paradox. After talking to Osiris again, he will give you the Impossible Task quest. There are 15 Vex transformers in total, including 5 on Mercury, 5 on Nessus and 5 on Io. You will need to find them all and shoot them to complete the quest step.
Mercury Vex Transformers Locations
The first Vex Transformer you will encounter on Mercury is near the lighthouse. It is attached to the back of the structure, and you will have to do a bit of climbing to reach it. Once you're behind the lighthouse and near the X on the map, look up and you should see the Transformer.
Then head to the center of the map. There should be a radiolar waterfall nearby. Go to the pond where the waterfall ends and the Transformer is hidden behind an unassuming wall. This wall is right behind the waterfall, so don't venture too far.
The next one is in the rightmost sector of the map. You are looking for the giant tower which is normally involved in some public Mercury events. The Transformer is at a standstill in tower space, and you should be able to shoot it from a distance.
Then head south near all of Mercury's adventures for the Fourth Transformer. Look towards the giant pyramid which normally takes you into the infinite forest. The Transformer is high up near the tip, and you can pull it from a distance like the last one.
Finally, head to the leftmost edge of the map. In the southwest part of the map, you will find a ledge towards the bottom. Once you reach that ledge, the transformer should be easy to spot. He's coming out from behind a wall and he's on the same ledge you're standing on.
Nessus Vex transformer locations
To easily get started on the Nessus Vex transformers, land at Artifact's Edge. Don't jump, but rather look behind you. The Transformer will be sitting in the distance on red foliage. Use your map to orient yourself if you can't find it.
After turning the Transformer at Artifact's Edge, quickly travel to Watcher's Grave. From there, get on your sparrow and head to the relics. Once you enter the area, hug the right wall and look at a pair of small white structures near the entrance. The transformer will be inside the second.
Quick trip to the Exodus Black. From there, head east through a tunnel. There should be a Vex door inside, and if you look directly above you, you'll spot the second transformer.
For the fourth of the Vex Transformers, head to the Glade of Echoes. Head to the X on the map and start exploring the debris strewn around the area. The Transformer is hidden behind pieces of metal, but it shouldn't be too difficult to locate if you're using your map.
For the latest Transformer on Nessus, quickly travel to Artifact's Edge. From there, head to The Tangle. Once you hit the X on the map, you should be able to find the Transformer under the base of the giant tree behind large red leaves.
Io Vex transformer locations
Passing over Io for the latest Vex Transformers, land near Asher. Head southeast towards the Pyramidion, following the main road to the first right turn. After turning right, keep your eyes up and to the left. The Transformer is hidden inside the structure on your left, and it should reveal itself by the time you get to the coming corner.
Next, head to the Lost Sector of the Sanctum of Bones, which is just north of the First Transformer. Pull your way past all the Taken as you normally would, but once you reach the giant flat boulder halfway through, stop. Look left and see if you can spot the glowing light coming out of the Lost Sector chest. Just below this light is a tunnel. Climb aboard and the Transformer will be waiting for you.
Travel quickly to Lost Oasis and head east. Head to the big tree in the center of the area. Make your way under the tree and look up. This one should be very easy to spot if you are in the right place.
From there, head north to Terrabase Charon. Stop just as you enter the base. You'll know when to stop because this Transformer is easily visible, even when you speed up on a sparrow. If you don't see it, continue until the text Terrabase Charon appears on your screen. Once you reach the entrance, stop and look straight ahead. The transformer will be installed on a raised platform.
Finally, quickly travel to Giant's Scar. Go northeast to the excavation site. Once you're there, hug the right wall until you come across a tunnel leading to a cave. Descend into Excavation Site II and walk past most intakes. Once you reach a room containing Taken Thrall, turn right and look for a passage partially obscured by debris. The Transformer awaits you inside. If you can't find this room then hug the right wall as you progress through Excavation Site II and you should stumble upon it.