A circuit can have parts wired in a chain, and parts wired as a star.
I assume you have at some point switched off the circuit and identified all outlets (lights, receptacles, fans etc...) related to that circuit and drawn them in red. You removed the receptacles, and then you switched the circuit back on, being careful not to leave any wire ends bare.
If you removed all receptacles and you have hots in multiple receptacles, it means that those receptacles are fed from a common point earlier in the branch. These are individual sub-branches of the circuit, starting at a common location.
Your goal is to find the branch-out point that is closest to the panel and that eventually feeds all receptacles. It might not be at a receptacle, but could be behind a junction box for any outlet, like a light or fan or switch.
You don't need to go as far as to map out all the outlets throughout the entire circuit, just make sure you can follow the wiring for all the receptacles ("plugs"). But it's possible you have to check more than just receptacles alone before you have a map leading each receptacle back to the panel.
Those receptacles in your drawing are not chained to each other, but rather they are "star rays" or "tree branches" coming off a common box that you have drawn but maybe not opened yet.
My first suspect would be the junction box behind the light in the closet. You can verify this by opening the box, and if this is indeed your common source, you'd find one live arriving from the panel, a connection for the light, and two or more lives (and their neutrals) departing for the two receptacles in the living room wall nearby and possibly other locations. Of course, this is just a possible example, but I hope you get the idea.
You'll need to map out the wiring in a new picture. Once we find the boxes in which the branch splits (and there can be multiple such splits) we can come up with a plan for inserting GFCIs.
Here's an example of such a map. Hand drawings are fine, like the one you already posted.
Sometimes you won't know where a wire is headed, and you can sketch-in alternative possibilities.
Also, a branch could be wired to an upstairs outlet first before heading to more downstairs outlets.