The 5 locations are as followed. 1. Lexington, 2. Concord, 3. Monmouth, 4 and 5. Peddlers in a horse carrige that u see traveling around the frontier. Those 2 can be anywhere so u will have to look for them.
Im doing this right now and there's one by the southern most harbor master and one in Concord. If I find all of them ill post a pic. Sadly they don't show up on the map, you have to physically find the building by walking up to it and entering. Look around places on your map with "towns" (buildings?). That's where I found the Concord one. Will keep you posted but this seems like another annoying launch glitch
if you look the frontier is meant to have 4 fast traval spots the top one being your original village
the other 3 are right near the 3 general stores, only problem is that the only fast travel location near the general stores on my map gives me is the bottom left even though i have found the other 2 stores