All Collectibles in order as they appear. The characters used are just examples. Of course, you can use whatever character you like with the according abilities ;-) :
Right at the start behind the boxes to the right.
Character: Red Hulk -- Video Time 00:19
Throw Captain Americas Shield
At the forklift, discover a rail with Black Widow and jump up to it. The Minikit is under the box.
Right on the other side use Thor on the power coil and sneak in with Black Widow to get the Minikit.
At the top of the last set of the blue white arrowed climbing walls.
Part B -- Video Time 01:26
Top left. Shoot the glass with Hawkeye. Get the Minikit.
Shoot 5 Silver Terminals.
Character: Hawkeye (Classic) -- Video Time 02:04
Use Hawkeye to grapple.
Access the 2 SHIELD Terminals with a Hydra Agent. I used Doctor List.
Put the SHIELD coat of arms together again. Use telekinesis. In my example: Scarlet Witch
Part C -- Video Time 03:18
Red Brick -- Video Time 03:18
The Collector is right at the start of Part C. Destroy the black Lego wall with Ultron and put together the pieces. Deliver the Captain America Card to the Collector.
Discover the area at the left with Ironman and charge the power coil with Thor.
Stan Lee in Peril -- Video Time 05:04
Use the pink Mini Access with Vision and blow away the Silver Lego Blockade with Ironman.
Use Mind Control with Scarlet Witch on the man behind the glass
Character: Skaar -- Video Time 05:44
Smash the area above the elevator with Thor and get the Character Token.