Actually, to answer your question on my visitor page, it is after the Hall of Hero's part but the official guide has it part of Soldier's Field map because you have to access it from the Soldier's Field part of the map. Hope that clears things up. You re-enter Soldier's Field after you get Shock Jockey, so you are good to go.
For #3 on Soldier's Field, you mentioned it was in the first lady aerodome, but it seems that part counts as "Hall of Heroes" chapter...? Is this possible?
I found the first two you listed, and now the section I'm in is called Hall of Heroes. I did find the collectible you posted as #3 on a different guide, but it seems that that is in quite a bit of time from my current place in the game!