For sure it's all of them? I had all 5 of the Crossroads statues before I ever unlocked the last one through the story, and there was a very specific order you had to unlock them in. You couldn't just walk up to a random one. But this is also my first playthrough which you mention was fine for you as well.
That being said, my lighthouse progress is definitely at 0/2 like you mention despite having unlocked those chests, but it shows it as the special chest -- not regular chest, so I just figured I haven't unlocked that part of the lighthouse yet.