Keep flying around and search every nest. Thats what I did and eventually you will find it.
From the gamefaqs guide:
1: Retrieve the nine zeppelin parts (three of each) scattered about the fjord
-Crystal 1: on the tiny island just south of the entrance to the fjords; climb
up the ladder and retrieve it from on top of Yggdrasil
-Crystal 2: on a low cliff east of Camp Sentinel View, across the water from
Camp David
-Crystal 3: on a cliff in the middle of the bend just before the entrance to
Rivertown Gorge
-Rudder 1: a short ways east of the Camp Freedom teleporter
-Rudder 2: halfway between the Imps' Lair and Camp David
-Rudder 3: on a low southwest cliff near the exit to Rivertown Gorge
-Compass 1: on the cliff directly opposite Rudder 1
-Compass 2: high up above Moor's shack, just northeast of the entrance to
Keara's Flying Fortress
-Compass 3: on a cliff just before the bend on the way to Rivertown Gorge
