Tracing the C2 (glycolate) cycle shuttle:
Photorespiration is a three-organelle relay. It begins when RuBisCO's oxygenase activity in the chloroplast converts RuBP to phosphoglycolate, which is dephosphorylated to glycolate, this is exported to the peroxisome, where glycolate oxidase converts it to glyoxylate.
Glycine, formed from glyoxylate, only then moves on to the mitochondrion for the next step, so the mitochondrion is not involved in producing glycolate or glyoxylate itself.
Since the question asks specifically where glycolate and glyoxylate are formed in sequence, the answer is Chloroplasts and Peroxisome.