There’s a total of 144 Collectibles to find in Horizon: Call of the Mountain. Everything can be collected after completing the main story. You unlock mission-select and can replay every mission. Besides being able to replay missions, the game shows you Collectible counters for each mission, making it possible to track down what you’re missing.
Collectibles in Pilgrim’s Trail
15 Warning Beacons
4 Lore Collectibles
1 Legendary Climb
You have to play the twice mission. The path splits near the start which contains each of their own Collectibles. You can replay the mission after you complete the game.