Chao Container #1
You will come across a locked door - the switch to open it is in a room to the left. The first Chao Container is in this same room! Be careful, as there is a dynamite pack hidden behind which will blow open the side of the ship and can suck you outside!
Chao Container #2
At the start of the room with the platforms hovering up and down through laser beams (above a toxic liquid floor), there are three G.U.N. enemies with two sets of boxes either side of them. The Chao Container is hidden inside the steel containers - which means you will need the bazooka power up to break through them!
Chao Container #3
The final Chao Container is a bit tricker than usual! After the third checkpoint, you will see a locked door ahead of you forcing you to go to the right to continue the level. The Chao Container is inside the locked door! To unlock it, continue through the level and you will immediately come across the outside platform area with many enemies flying around. Move forwards and up the first pulley, and if you look down towards the right, you will see a switch on a lower platform. That unlocks the door! Jump down, hit the switch and you should be able to hover straight back to the start of the section using the pulley (it will face you in that way). Then just head back to the previously locked door.