1) Arhus desk, steal
2) Luculla mines, Astarte temple, crypt
3) Zandalor, Hunters Edge
4) Phantom Forest, Temple of Death
5) Phantom Forest. along the extreme notheastern path from Balberiths Hut
I can confirm locations 1-4.
Locations 3 and 4 need high perception, since scrolls are buried and need to be dug out.
But at 5th location I got chest with some good epic gear (near beeves hive), including a tome that adds +3 to skills, but no unlock scroll.
EDIT:
Never mind... I've found 5th scroll. Location is further north, south of small fence. Also requires perception to be noticed. It's actually north west of the hut (although location is at east edge of the map).