You need to be very careful with this game because of the way it saves.
For instance the only level I had to replay for collectables was level 6. So I went to chapter select, choose level 6 and replayed it making sure to collected all collectables. When the level ended and showed my progress I SHOULD have went to the "main menu" option but instead I clicked on next chapter and then exited out. The minute I did that it reset all my progress for chapter 7 without me even knowing.
I also think that when you replay chapters it resets everything for that chapter, not just collectables. So say you got your 500 kill achievement with Brian on chapter 4 but when the game is done and you go back to get a missed collectable you play with Stewie you won't get that 500th kill again. This is just my opinion but I wouldn't be surprised.
I would watch out for this with certain achievements like the grenade kills and multi-melee kills etc.