The quest should tell you which world/area to look in. Once there, look on your map. The quest arrow won't show up but the chest will be on your map. Also, FYI, don't assume you have to battle the enemies in the room. In several areas you can just walk right around them and open the chest. Good luck!
Correct as long as you have done all quests, you will see the Chests like all Bosses beaten on your map... There are some Chests that you dont have to battle to GET, but some you must beat the Boss again to claim the Chest....Good luck