Here is the list of the native's puzzle locations:
Tulum (70,405)
Cape Bonavista (179, 593)
Santanillas (217,250) (2 statues)
Misteriosa (307,195) (2 statues)
Matanzas (333, 650)
Pinos Isle (335,469) (2 statues)
New Bone (442, 118)
Isla Providencia (502,44) (2 statues)
Long Bay (525, 253)
Cat Island (742, 695)
Great Inagua (845, 469)
Tortuga (882, 370)
When you've collected them all, go back to Tulum and take your prize! Ahoy!