First sniffet of the twin is located in Rutsy Valley Shop bedrom on the barrel during the day
Third sniffet of the twin is located in the training camp on a fence in the evening
Second sniffet of Giant Loyd is in Whiterain second area (where you mine ore) in the evening
EDIT : Also, not getting the achievement for getting all underwear even though I got all heart and all sniffet BUT that make sense since there's a 4th scene coming for every character AND the king is to be added too ! So we'll be able to get that one when every character are available
And getting the Whellcummian achievement is not hard so you can fix it yourself by starting a new game and skipping the scene until you get into the city, that unlock the achievement