Also is nightmare the boss fight orb? Because if she is I never got an orb from her. I assume she isn't and I still have a boss to find because the only orb I have is from the sandcastle.
Drop rate is luck dependant, but you can get more drops by getting high combos. Fish spinning is how you can harvest scales from fishes in the ocean, you'll have to look for the green ones to get the rare scales. As for the cyan puzzle, did you solve it as yellow first? You won't be able to do the cyan solution otherwise.