Only the last one, killing Ba'al in the mine, is located in Broken Valley (now filled with gas).

Locations:
1. Spell scroll - Battle Tower.
2. Shield - Aleroth City (can only be reached by repairing the flying ships at the harbor).
3. Location - in a cave in Orobas Fjords, behind a waterfall that is below the first statue you can teleport to in the Fjords. You have to solve three quests in there to enter the lair of the dragon.
4. A mine in the Broken Valley (south east).