Spoiler Alert!I assume you know where the Idol is over on the far side with a bunch of bird statues surrounding it. You have to make all those statues rise up out of the ground. You do this by running through bushes to cause a particular type of bird to fly up out of the bushes. You just have to run around until you've lucked into all those bushes. (Make sure you don't miss the one down on the ledges where the Shaman is.)
(2) For the Shaman at the crash site, the easiest way isSpoiler Alert!to go back almost to the very beginning of the game, back where you encountered the very first Howler Monkey. Note where the tyre tracks go up the wall. Do a Rising Strike up there (there is an Idol here too) and go through the passageway. The Shaman is up on top of a rock.
(3) The Mystery Item isSpoiler Alert!the original Pitfall game. When you go into that room, walk up to the old Atari VCS and you'll get to play Pitfall (and, later, Pitfall II). You get an Idol if you go far enough in the old game.
(4) No significance to playing as Nicole. It's just an option. The only really significant advantage for the male players is that her character's nice rack remains visible even in the mountains because she does not wear cold-weather gear like Harry does. (But you still hear Harry's voice, and you still revert to being Harry in the scenes where the computer takes over.)Spoiler Alert!So at the ending video, you don't get any girl-on-girl action.
If you want to figure out which Idols and such you still need, buy the notes for the different areas from the Shaman.