On the Elephant stage you first need to collect each of the 4 Cousins in order below (or they don't show up) need to clear the stage for each to count and the next one to show up, best done in the speedrun stage as for me Lucha didn't show up in the Largest as possible version

• Shikao: near the tvs in the central square where you start
  
• Lucha: after the 3M barrier is unlocked go to the hills and there will be a Sumo ring on one of them, there is 5 stages stacked ontop of each other, Lucha is on the last one ontop of a pair of Sumo fighters?
  
• Nutsuo, Riding ontop of Nessy in the lake near the town after the 12M barrier, need to travel a bit from the barrier along the road.
  
• Drobby: Found after the 30M barrier, on the dessert island, drilling into the oasis there.

After these are all found, load either the Largest as possible stage or better yet the Eternal mode, the only time collectibles shows up on this mode.
They show up at ~1000-1500M.

Queen shows up after King has been collected once, both can be picked up around 3000M but need to knock them down first and if you take to long to get them they will run away and you need to restart to get another chance.
When king spawns he will be flying around and if you get close start chasing and pushing you away with a rainbow beam, He will sometimes switch to walking around but after a while go back to flying.

King:


Queen:


Both: