Collectibles:
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So just run (or walk if you feel like strolling around) to the 2 harpoons on each end of the catwalk around the top of the nexus. Activate each harpoon to shoot it into the body and kinesis the harpoon handle to open the body. Do this for every harpoon and you will get another objective.

Mission Objective: Enter the body cavity

And now we have to get into a cage and drive over above the opened body and get into the slimy guts of the huge Necromoph. Oh great. Let's get inside the Nexus! I'm soooo glad we are in this cage to keep us trapped, uhm, safe.

Mission Objective: Locate synapses

And so we are inside the body of the Necromorph and have to gather data. Search for the synapses. They are the yellow spherical objects with tentacles plastered all around the rather small area here and pulsating like they are up to something. Just point your probe gun at a synapse to find out if it is the correct one. If it beeps like crazy you found your target.
Get ready to fight off a swarm of enhanced Feeders that take more than one headshot. You better hide in or around the cage and let them come at you. This gives you a good view on them and they have to come through one of the paths.

The first synapse you have to locate is in the right path, right at the beginning and on the ceiling. After you disabled it you get attacked by 8 enhanced Feeders.

The second synapse is at the beginning of the left path (seen from the cage) to the ceiling on the left side. After killing this one the ground shakes but no attacks happen. Time to get this done.

To find the third synapse enter the right tunnel and as soon as the tunnel open up aim to the left, from there you can perfectly see the synapse and also get back to the cage fast enough, as another enhanced Feeder swarm is on you. First Isaac hallucinates around and sees visions of the marker. Then make you way to the cage really fast and kill the 8-9 enhanced Feeders. They shake their heads and move really quick making it hard to headshot them. But there are never more than 3 on screen at a time.

After killing them get into the cage again.

Mission Objective: Find a route to the Research Facility

After Norton does his stupid Norton thing you are on your own again. Use kinesis to open the cage, then get down with the elevator, change the Probe Gun to something you are familiar with at the Bench if you want. Then backtrack a bit to drop another scavenger bot on the Scavenging Point in front of the cargo lift outside the nexus building. And finally get back inside the nexus building and follow your questmarker to the other end of the nexus to find the wallcabinet refilled (but this time with a normal item), 1 new Locker and 1 more Box. Upgrade and max out your RIG as far as possible, if you have something left to max out that is. Use the Bench to get some medium MedPacks into your inventory and also lots of ammo as there is a bossfight ahead. This is also the reason you should change your Probe Gun to a gun you are comfortable with. Then get out of the door on the groundlevel to find 5 Boxes and an additional upgrade circuit on a new game +.
Danik is already there and got you now. And he tries to kill you... again. But of course the tables turn and Danik flees and you are attacked by some Unitology Soldiers, but that doesn't take long as the nexus appears now...