Here is a guide for people who are having trouble finding the last shiny object on chapter 4 so they can finish the game.
If you can see a shiny yellow highlight going into the sky in front of me then that is where the nest is.
The place with the object is near the ocean with the chemical plant and the military place in a small town in front of the plant.
Object in the Village
Once at the village, there should be a feather or a glowing area. Go to the area and you should see a soldier and a guy and the object should be near them.