Sonic Advance 3: Part 9: Ocean Base Act 1 (All 4 Chao)
9And now I've reached the first TRUE dedicated water zone of this game. Advance 2 was pretty dry in this regard, and what little water it DID was was still a nothing effort, to the point that both Tails and Knuckles didn't even have their swimming programmed into that game.
Fast forward to Advance 3, and... Ocean Base Act 1 amusingly and ironically doesn't have any underwater sections in it, either. You'll have to wait until Act 2 for that.
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There's a grand total of 4 Chao in this Act alone. However, reach some of them may require you to use Knuckles, and the section at 1:40 required you NOT to have Sonic follow him, because then his Glide will turn into a Dash Glide, which can't climb walls. So at this point you HAVE to have Tails following him.
Climb this wall, and then you have to carefully punch the breakable walls. It's the only way to break them. Be sure not to fall off the ledge right next to the first one, or you'll have to climb back up AND break the respawned walls again.
Get through this, and you'll eventually find one of the missing Chao for Act 1.