Make sure you die at least once before the Boss if your are selecting pussy mode during unlocked acts selection. That way the game thinks its back in Killer difficulty. Otherwise just play on killer its not that hard on the early levels once you done that last level multiple times.
I read about all the chaos that was happening with glitches and saved a back-up to a memory card in case I had issues. I had only one isssue, I beat the immortal with Cross during my time attack using Unlocked Acts and only popped the time attack mode. I forgot to die during the last section. Tried it again during my close combat run, still selecting pussy mode at stage select and then I died, twice actually to be sure right at the last section. Both achievements popped.
Fun game, for the most part.
-Insert something creative here-
( that doesn't include stats that no one really cares about or some poorly photoshop'd image with your name stuck in it. )