Part 1 - Docks/starting room. The 1st spawn is leaning against a gas pump on one wood bridge to the right. The second spawn is left of the power leant against a boat. The final spawn is right of the zombie window on the left side on ice and there will be a little wooden pallet there.
Part 2 - Frozen Crevasse. The first spawn you have to do the little parkour on the ice cliff and there will be the part next to a black piece of ice. The second spawn is next to the mystery box spawn on another cliff to the left of the mystery box. The final is at the Lagoon on the left side to the right of a big ice mound.
Part 3 - Lighthouse. First spawn is right of the entrance door and right of the zombie window. The second spawn is at the floor above right of the level 2 decal on the wall. The final is across from the exit on the 3rd floor leant against the railing of the stairs.
Craft - You can craft the shield in either the Lighthouse Station or the Gangway.