On Ryugo Island Kappa Road has two objectives! First you beat it normally then go back and when you are at the cave's first pool of water you have to be Sasuke or Yae to do it. Dive in and change to Sub Sasuke or Mermaid Yae then swim to your right. Go very far. When you can't go any more go up and you will find some star blocks. Use Goemon's chain for that [change into him] and you will beat the second objective!