There are three more Toy Locations to find in the Mars Core mission. You head to different areas of the map on this one, which means there's little opportunity to backtrack. Ensure you grab all three Toy Locations before you head into a new region.
All Toy Locations in Mars Core
This is located in the area before Doom Slayer, aka you, fires himself into a brand new section using one of the Mars base's massive cannons. Before you press the button to activate it, look to your right if you're facing the locked door in front of you.
Walk around the path and the toy is in front of another locked door. You'll have seen this earlier in the mission, but this is the only way to get to it.
Once you enter the Maintenance 02 building, you'll see a giant portal on the floor. Head through it, and you'll be teleported near to a Secret Encounter.
Whether you decide to complete that or not isn't important right now. Instead, head to the Grav Lift at the end of this podium. It'll lift you up into an area with some enemies to shoot. Clear the path and then grab the toy in this area.
After you've moved through an area infested with tentacles, you'll need to drop down into a hole to head to the Mars base pods that will take you to the Lost City of Hebeth. Before you head down that hole, you'll notice a room to your left that's full of zombies and a secret.
Jump down the hole and turn around immediately. You'll see a cracked wall that you can break. Smash through it and take the Grav Lift up. This will fling you into the room with the zombies. Take them out and grab the toy.