Highly Missable.
There are 15 soul fragments to find, with chapters 1-5 having 3 each. When you find all 3 soul fragments in a chapter, a Guardian door will unlock that houses a tomb with the Guardian armor. There will be 1 piece of armor for each soul fragment chapter, so a total of 5 pieces. Due to there being no chapter select available, you really want to make sure you're picking up everything as you go to avoid having to do additional playthroughs. Your progress toward this trophy (as well as
Now you look like a Guardian! 
)
does not carry over across playthroughs.
The locations of the soul fragments as well as the Guardian armor are as follows:
Chapter 1: An Unexpected Visitor
While you will come back to the Nexus throughout the game, you will need to get these during Chapter 1. One of the fragments will become inaccessible after leaving the Nexus the first time.
Soul Fragment 1: Asem will point this one out during a cutscene. While in the central fountain area, look for a ladder in one of the corners that leads up to the rooftops. At the top will be a crate you can move to reach the fragment.

Soul Fragment 2: From the central fountain, look for the large merchant stand in one of the corners. Go past the stairs behind the stand and on the left will be a small area with an NPC and a... cat?... sitting in front of a small house. On the far side of the small area is a tapestry hanging down with a crate below it. Move the crate and crouch under the tapestry to find a hidden room. Inside will be a note (optional) as well as the fragment.

Soul Fragment 3: Ride the lift up to where the Priest is and immediately turn right at the top. Off the right side of the wall will be a scaffolding you can climb up to reach a vine wall. Climb up the vine wall to reach the fragment.
Guardian Door (Fallen Guardian Armor - Bracers) -
Looks good on you! 
: The door leading to the armor is behind the Library. There will be an NPC standing just in front of it. Interact with the coffin inside to pick up the Guardian Bracers.
Chapter 2: Under the Surface
Fragment 1: At the very start of the chapter, turn around and run into the tall grass to find the fragment hidden behind the entrance portal.
Note: You can earn
Watch out! 
between these 2 fragments.
Fragment 2: After going up the first lift and through the next door, you'll be in a large area with a few hidden enemies roaming around. On the left will be a broken house that you can climb up. Make your way up and over the building and down into some grass on the other side. Carefully move forward to break some crates on the left and crouch under the wall they were blocking (shown in the image below). Go around the building on the left to find a ladder and climb up it. Follow the path across some rooftops and you'll eventually reach a roof you can jump to that has the fragment.
Fragment 3: When you have to activate the 3 Windmills to restore power on the islands, the fragment will be on an island with one of the windmills. When you first arrive on the island with Sinestezina, take the leftmost slipstream. On the backside of the island is a ladder leading down to a small platform with the fragment on it. Use the slipstream next to it to get back up once you've collected it.

Guardian Door (Guardian Armor - Shoulders): After the first chase sequence with the Serpent (where you can earn
By the skin of your teeth! As if you had any. 
), go inside the temple and immediately turn left. There will be some vines on the wall that you can climb down to reach the door on the bottom floor. Interact with the coffin inside the tomb to collect the armor piece.
Chapter 3: Shattered Roots
There will be 1 Soul Fragment in each of the 3 areas you need to complete to rescue the NPCs.
Fragment 1: In the area with Zan and Florence. As you're making your way through the wooden platforms where you need to move the boxes onto the pressure plates, progress forward until you've placed the final block so Zan and Florence can access the exit platform. Before going onto the platform with them, cross over the moveable platforms you used the boxes to raise up (the ones Zan and Florence had to cross) and the fragment will be at the very end of the wooden pathway.
Fragment 2: This one can be found in the section with Imdeeo and River. As soon as you meet them, look past them and you should be able to see a moveable platform just on the ledge beyond the cliff. Use this platform to cross along the side of the cliffside and follow the path through the dark matter and to the end to find the fragment.

Fragment 3: Near the end of the section with Fufito and Nisa, you will need to use moveable boxes and your body weight to activate some pressure plates that activate a bridge. You will be able to see the fragment from this section and can technically reach it from here, but just ignore it for now. When Fufito and Nisa cross the bridge, they'll move a crate to open a hole you can crouch through. On the other side will be a cabin that can be accessed by a ladder. Stand under the ladder and Fufito will automatically step on the pressure plate to lower it. Climb up and break the boxes and wall to the right using your Light Break ability. The fragment will be just on the other side of where the wall was.

Guardian Door (Guardian Armor - Legs): After collecting all 3 fragments (and in turn rescuing all 6 NPCs), go behind the waterfall in the main area (before opening the large door) to find the tomb. Interact with the coffin inside to collect the armor.

Chapter 4: Burning Souls
Fragment 1: When you reach the first sundial (and Boris) where you can change the sun's position, you will need to change it to Setting 2 to progress with the story. After changing it, go back the way you came (through the pool and columns) and look for some ruins off to the left. The fragment is on the far side of these ruins. Carefully use the shadows of the columns to get to it.
Fragment 2: When you reach the 2nd pool with a sundial on top, change it to Setting 2 to raise some platforms up, creating shadows that you can run across. Run across the shadows and you'll reach another sundial with a large scaffolding-like structure behind it. Change the Sundial to Setting 1 and climb up to the top of the scaffolding to find the fragment on the far side.

Fragment 3: After you find the survivors' camp, you'll need to make your way through some Mines to reach the Temple (these are the same Mines where you can earn
Safety first! 
). After riding the first platform around, you'll need to use a sundial to open up the door forward. Once inside, you should be able to see the fragment up on the wooden walkway. To reach it, first, move the plank (Light Ray) to connect the 1st and 2nd platforms (numbered in the image below). Climb up the ladder to the sundial and change it to Setting 1. Climb up the central ladder and cross over the makeshift bridge. Once on the other side, move the plank to create a bridge leading to the fragment.

Guardian Door (Guardian Armor - Belt): From the previous fragment, you will need to change the sundial to Setting 2 to leave the area. When you climb up the ladder to get out of the well, you will need to quickly run across some blue platforms to get into the next shadow section. Directly ahead of you will be the Guardian Door you need to open to get to the armor. This can only be accessed when the dial is on Setting 2. Interact with the coffin inside to pick up the Guardian Belt.

Chapter 5: From the Ashes
Fragment 1: In the first mine area where you have to repair the 3 track parts (left, up, and right), the fragment will be found in the left section. The objective of this puzzle in general will be to get a piece of track all the way up and to the right so it connects to the exit tracks. To the right of where the track is supposed to go will be the fragment in the wall. You will need to turn the track so it leads to the fragment, then use the walls to jump onto the track and slide into the fragment. Probably sounds confusing, right? Yeah. Trying to explain how to do this in text will most likely make things even more confusing and for that reason, please reference the collectible video provided above for how to get the track into the correct position for this fragment. This fragment happens at 15:49.

Fragment 2: After getting past the hidden enemies in the second mine area, you'll ride along some rails with Asem. Eventually, you'll need to move a crate to reach a rail that goes straight up. When you reach the top, going right will progress the story, but going left will lead to the fragment. There will be a train cart that you can move using your Light Ray. Move it all the way to the end (you'll need to dodge some corruption areas as you just from platform to platform) and use the cart to reach the fragment up on the higher ledge.

Fragment 3: After activating the generator in the 3rd mine section, a short cutscene of the lift powering on will play out. Afterward, a rail will appear directly in front of you with Asem waiting just across the way. Slide across the first rail and then ignore Asem. Instead of going forward, look right and there will be a ledge you can jump to that has some hidden monsters patrolling on it. The jump to this ledge is pretty tight and can be annoyingly easy to miss. Just make sure you're jumping at the last possible minute to give yourself some space to land after using your Light Form to dash across the gap. Using your Light Eye, make your way past the hidden enemies to find the final fragment at the end of the tunnel. If you've collected all of the Soul Fragments up to this point, this trophy will unlock.

Guardian Door: After completing the 3rd mine, you'll reach the top of the mountain and the door that leads to Kali. Ignore the door for now and instead look for the lift hanging off the backside of the mountain. Use this lift to jump on a snowy ledge to the right, then squeeze between the mountain wall to find the door. Interact with the coffin inside to collect the Guardian Armor (Headpiece). If you've collected everything up to this point,
Now you look like a Guardian! 
will unlock.
