Climb down the ice ledges to a ledge on the far side of the first big room you enter in the mission. (You can’t do this at the beginning. You have to start at the top of the far side of the room, which can only be accessed from an area at the beginning of the moss caves.) You’ll find a diamond in here.
Go up the stairs in the big front foyer, turn left at the top and look for the collapsed part of the wall.
Climb through the hole in the wall into the next room, cross it and go through the doorway partially filled with snow into the next, snowy area. There is a twinkly star light up on a wooden beam and you’ll find a diamond beside the light.
In the moss caves, there is a small room with a bunch of broken pillars grouped tightly together. You can mantle up the pillars and climb into a tunnel at the top. You’ll find one more diamond up there.
Climb the ladder in the west tower to the top level. Exit through the window into some ice tunnels. Stay to the west and you’ll find an ice tunnel leading down from the ice caves to the area outside the castle front doors. There’s a diamond lying on the ground partway down the tunnel.
In the front foyer (with the big staircase) stand with your back to the front doors. Enter the second door on the right hand wall. Inside that room, there is a door that doesn’t have a key and that you can’t unlock with your picks. Smash it open with your sword, go in and move the boxes to expose an opening. Crawl through and you’ll find a diamond.
Climb the ladder in the west tower and go out into the ice caves at the top. Go past a pool of water and find a set of ice stairs that lead up to the top of the tower. Jump from the parapet wall across to the ice overhang on the far side. Go to your left, smash some icicles and you’ll see another diamond.
In the flooded tower there is a diamond down in the water. To get to the flooded tower from the front foyer, go around behind the staircase, out the back exit, turn right and go up the stairs. The flooded tower is on your right.
Go up the staircase mentioned above to the next landing. Up here there is a broken section of floor. Run down the broken part to the floor below. Go out a doorway into an ice cave and there are some stone blocks on the floor. Up above there is an archway. You have to climb the rubble, get up on the ledge and right to the top of the highest wooden part to find the last diamond.
There is a set of stairs leading down to the area near the train where the mission ends. A big spider patrols here. Go in under the stairs and look for a hole in the shrubbery. Crawl through to find a diamond.