After completing The Protector’s Arrival , you will notice that there’s a new item that appears on the map, which are Thangka Paintings. There’s a total of four paintings to find, which lead to an optional mission that takes place in the mystical realm of Shangri-La. Each painting is not connected to a specific mission, rather the order is already set as presented in this guide.
One of the more difficult parts in the Shangri-La missions is actually gaining access to the Thangka Paintings, as they will require you to find a hidden path of some sorts to get to their location. However, whenever you see the in-game notification about Shangri-La pop up in the top left corner, then you will know you are on the right track.