I was having trouble unlocking Zhen Ji as well. I was following what the guide said, so I didn't understand what I was doing wrong.
I watched the video Andrew14man posted and noticed something that contradicted what it says in the achievement guide. The guide says to use Cao Pi (which is what I always did) however in the video they did not. I played again only this time with a party that didn't include Cao Pi and sure enough I finally unlocked Zhen Ji.... which also lead to unlock Orochi and giving me 1000 achievements points in this game! YAY!