I honestly have no idea where they are, but apparently I found them according to the Save Editor.
If you look in the Switches part of the Editor, there's switches for the Stars, Moons, and Pyramids. Six for each of them. At the start of the game, they're all deactivated. But if you enter the rooms of the various dungeons containing them their switches get flipped to match the combination.
Given you might very well have seen them already and missed them, you shouldn't really feel bad about using the editor to just look up the answer.
For me, the combo was Star 5, Pyramid 6, and Moon 6. Sure enough, in the switches 5 of the Star switches are flipped and all of the Pyramid and Moon switches are flipped.
The problem I'm having is that even with the correct combination, even with one of the switches saying I solved the puzzle, the barrier on that door hasn't gone away and I still can't enter the dungeon on that island.
Been trying to figure out which switch controls that damn barrier.