Yar! Update! I've found the last scroll. It turned out I didn't look around the area -where the Bandit Camp entrance is- sufficiently. I didn't spot the chest behind some wooden scaffolding that's to the left of the entrance as you look at it.
I also found Penelope's Amulet. It's the same story. I didn't look properly on one of the outer platforms of Lovis's Tower, where there is a corpse and a small chest, both next to a Dragon arbalest. At least it looks like an arbalest (sp?).
