Using two Super Charge Ramps - There's one dragon you find inside. (probably the first dragon you find) If you take the inside path from the start there is really only one way to go and you should find him. The first ramp goes down to the right from him and the second ramp goes down to the left when get to the bottom of the first.

At the bottom of the first another ramp goes up (facing the first) and you can use this as your first super charge if you like.

At the bottom of the second you can go straight up a third ramp or turn right and head into a cave. Both lead to distant treasures.

Don't hit triangle during any of it. Make sure you hit X at the top of the third ramp. Never let go of the Square.

One thief is on one of the distant platforms behind the wall.

Lucas tells you how to find Sunny Flight.

Still Missing Gems: At the start of the level, instead of going inside, there is a ledge to the left. Follow that around and you should find some gems.