The final mission is Final Sin, and I'll try to avoid messing up too much - but there's a huge boss waiting for the Doomguy. The last level is just a glove of intense and eventful battles. There is no room for collectibles here. You will only find one Codex page at the last level. I recommend looking for secrets to fill up on extra lives. You will need it.
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How collectibles work in DOOM Eternal:
There are many types of collectibles in: Auto Cards, Runes, Praetorian Points, Weapon Mods, Albums, Cheat Codes, Toys, Sentinel Crystals, and Sentinel Batteries. Every level has an Automap, but not all levels will have Albums, Toys, Cheat Codes, or Slayer Keys.
Basically there are a ton of different collectibles, and below I'll list where to find them all - in the Fallen from start of level to end. Levels in are much more linear, so as long as you follow along, it's easy to get all of the collectibles.
Guide to collection sites
M12: Urdak - Collection Locations:
Manuscript: When you leave the first room, find the page to your left.
Automap: After going through the platform section with the launchers, you will enter a large red chamber. At the back of the circular chamber there is an automatic card.
Mastery Token: In the room with the automatic map, turn to the bottomless pit you were using to enter and search. Pull the switch and jump onto the lowering platform. Go up to find this token.
Manuscript: After the first fight, you will enter a lower cave with platforms to climb. The codex page is right before a cracked vent that you need to open.
Album - Descent in the Cerberon (Quake II): From the codex, turn around and jump to a higher ledge. Smash the cracked wall.
Secret meeting: Give up in a fight with a pain elemental and drones, turn around and hit the big crate. Use it to go up and through the locked door of a secret encounter.
Mastery Token: After smashing the giant statue and swinging towards the soft bronze walls, you'll crash into another cracked green vent. As you climb up, turn around to find this on a high ledge.
Album – Rip et Tear (DOOM 2016): From the symbolic vent, turn around and swing on a pole to reach a small ledge with this album.
Manuscript: In the arena where the Doom Hunter appears, use the pole to reach the punch switch. The codex is right next door.
Toy - Khan Maykr: When you get a glimpse of the blue / purple rings in the distance, descend to the right of the launch pad. There is a hidden ledge below.
Point had: At the back of the arena where you will fight the Marauder. Go to the back corner and use the raised rock platform to reach a cracked wall.
Manuscript: Then you will enter an arena with an Archvile. As you leave, you will go to another launch pad. Take this codex on the way.
Toy - Maykr Drone: From the codex, turn around and jump on the catwalk in front of the giant blue portal.
Point had: At the purple station, find this behind the elevator.
Cheat Code - Power Up Mode: Berzerk: At the purple station, look for a cracked wall on your left before using the exit launcher.
Secret meeting: At the orange level, you will jump inside and fight a dread knight. Turn around and look for a cracked wall from the entrance. This path leads to a 1-Up and a Secret Encounter.
Toy - Specter: Upon exiting the orange network station, stop at the launcher and look left. Jump and rush towards a small tree outside to find this last toy.
M13: Final Sin - Collectibles Locations:
Manuscript: The last page of the codex is on the third skyscraper, after climbing the soft walls of the elevator shaft.