The following chapter of our Assassin's Creed: Odyssey guide contains the description of the Ainigmata Ostraka found on Hephaistos Islands.
There is only one Ainigmata Ostraka to be found here. It's called Hungry for Misadventure.
Hungry for Misadventure
Location of Ainigmata Ostraka: Head for the Ancient Stronghold. The item will be to the right of the entrance, right under the painting.
How to solve: Above the lion's lair there is a broken statue. The item is located beside it.