It doesn't really tell you when you've got them all. You either have them or you don't. As Myrhn said - just check your maps. Aetherytes will show up regardless of if you've been to that area or not. If you can teleport to it, you have it. If not, you'll have to go there and attune to it.

The Beast Tribe aetherytes aren't one's you can actually teleport to. They're used for the HM and EX primals as part of the activation quest. Endgame stuff.

At least, I don't think you can actively teleport to them. Unless I missed something.