The snail is located in the bottom of the Ninja Armory Room, the same location where you used underwear to fire old pizza at the rebelling penguin.
Snail 6: Near the very end of this investigation the Snail will be sitting at the bottom of the stairs in the Fiona and Cake archives.Snail 5: When you exit the Candy Palace the snail will be sitting on the table closest to the palace stairs near the bottom of the screen.Snail 4: When you get to Lumpy Space Princess's camp in the forest it will be sitting on a broken washer sticking out of the ground.Snail 3: When you get to the lowest level of Ron James' basement (when you go through the manhole), it will be sitting on a pipe near the far right of the area.Snail 2: When you first gain entry to Ron James' Shop, it will be to your right near the fireplace.After the cutscene it will be immediately to your right. Soon thereafter there is a cutscene with Princess Bubblegum. After you sneak into the Kingdom through the sewers, a fight will occur. Snail 1: The first snail is in the Candy Kingdom.You can also follow the step by step walkthough found HERE. The locations for all the snails can be found below: Thanks to PT user CasualJohn. This will have to be done in one complete playthrough, as there is no chapter select or back tracking to previously visited areas. There are 3 snails for each investigation.