This has happened to me, What you have to do is Delete the save game data so that there are no checkpoints to reload.
I played it on Hard and went back to a previous chapter on easy to grab a Bounty card i missed, then i reloaded my game on hard and completed it, no achievement. Then i read on here that if you even change it AT ALL then you're screwed. so i did my second run through on Hard, Still none.
So i let the game for a bit, then decided to delete the data, so there was no checkpoints i could reload, Then the achievement popped
The reason, I'm guessing is that the game remembers that you changed the difficulty and will not give you the achievement, even if you started a new game.
I Don't see this info posted anywhere else on here, it SHOULD be in the achievement guide, so these problems could be avoided.
Good Luck to you all.