Heyo! You're missing the Exo in the Eventide Ruins, in Castalia Macula: https://braytech.org/2/4611686018458334381/2305843009319400492/checklists
There is a location indicator in the link that I provided.
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I've collected that penguin in eventide and it doesn't show up on map anymore in its area but I will check that exo out.