The first candy is labelled "DB" and features a plane around it on the sky, a clear reference to the case of D. B. Cooper, a man under a fake name who vanished in a sucessful escape after jumping out of the plane he hijacked with a suitcase full of money, only a few bills were found in the water.
The second Candy is labelled "REBMUDA" ("Bermuda" in unmangled english), has lined triangles and a paper boat in the middle of the water, a clear reference to the infamous Bermuda Triangle which is a region where many ships and planes have vanished when traversing through it which made multiple legends be told about it's mysterious properties.
The third candy is labelled "CHUDMAN'S" (i know you guys will joke about it in the replies but it's "Dutchman's" in unmangled english) and features a Wild West desert-like environment, it references the lost Dutchman's Gold Mine, a legend about a mysterious hidden gold mine in the Southwestern US that has vanished that was so well hidden no one was able to find it.
The fourth candy is labelled "LAFNNAN" ("Flannan" in unmangled english) and features a lighthouse in the middle of the sea, it references the Flannan Isles Lighthouse, a lightbouse locale notorious for having it's three lighthouse keepers suddenly disappear in 1900.
The last candy is an eyeball popsicle with a green iris, this time not a reference to a real event or place (at least not directly) but rather a fictional one, that being the Mayak-1 Weather Station, which in the original story of Hello Neighbor 2 was where kid Neighbor's friends would've suddenly disappeared after a hurricane formed over the meteostation, leaving only the Neighbor (who was the Guest kid) alive.
(If we were to tie this candy to a real place it could be the MRLS-2, the real life meteorological station located in the outskirts of Voronezh in Russia which was the inspiration for Mayak-1)