Hi, After your first battle with the Colossus and get thrown into the building, Instead of swimming through the tunnel come up out of the water and start smashing the wall/screens, But it's a waste of time you don't get to keep them or use them in regular game play, There drained into the Olympus sword, Your red orbs collecting starts on the way out of hades
Bonus play is different, you get to keep and use them all.
Good Luck and Have Fun