The Two Colonels DLC has only one type of collectible - 9 diary pages. In this guide, I have listed their exact locations in chronological order. If you miss any of the diaries, just reload the save.
Brigadier's Diary 1
The first diary is in the first workshop, which you will find in the subway at the beginning of the mission. Look for a box of ammunition on the bench, next to which is the diary.
Brigadier's Diary 2
Go further down the level until you reach the first workbench. Heading to the work table, then go to the right along the corridor and enter the room with the batteries on the tables. To the right of the box on the far wall is a cabinet with a diary inside.
Employee note
After the second workbench (go through the gap in the wall of the toilet), go down the corridor and go through the door on the right. After that, to your left there will be a cage with a note on the control panel inside.
Trader's Note
After reaching the Prospect, talk to the general. After that, go through Prospect, through the bar inside the bus, and look along the wall near the bar.
Letter
Lies on a table with green scales in front of Petrovich's house. This table becomes available after you talk to Petrovich about his hidden stash of herbs.
Investigation report
After the second cut-scene of the future, you will take control of the colonel at the beginning of the unrest. The colonel will talk to Kirill and hit the road. Passing through the medbat area, take the investigation report on the table to your left.
Stalker's Diary 1
You will feel the gas as you go through the siege on the subway. Luckily, you and Kirill will survive. After a few cutscenes, you will take control of the colonel. Head down the stairs and you will see Stalker's Diary 1 on the floor in front of you.
Stalker's Diary 2
As you look around the building, you follow the arrows that lead you through the large garage, down the stairs, and through various rooms. Eventually you will go through the room pictured above. On the table in this room is the second stalker's diary.
Stalker's Diary 3
The final diary can be found after you fight the gorilla and fall into the elevator shaft. You need to make your way up the pipe to the fan - the stalker's diary lies in front of the entrance.