For the entirety of my playthrough, I was constantly plagued by a strange bug where the achievements would not unlock. I did not realize the achievements were not unlocking until I left Albian Highlands. Good thing I had multiple save games. The only way for me to fix this was to Verify / Repair my game in Galaxy, which always downloaded and installed a 180 MB patch, exit Galaxy after all that is done, wait a bit, start Galaxy again, start the game again (maybe then quit then restart the game again), and re-do whatever I needed to do to unlock the achievement.

For most of the achievements, this is not a big deal if you have the save games. I was lucky, the ones I was most worried about, Greedy (collection 300,000 gold), unlocked without trouble. If you are serious about achievements, and have noticed achievements not unlocking, keep track of the # of battles and whatever else (for gold, you can more easily track what you've bought and how much you are holding, and sell your junk in big batches) you did for the achievements, and run my procedure above before you expect to get the achievements.

P.S. A bit of a tip: Maximillian's armor set sucks. The full set has severe leadership and morale penalties. Try to leave one of the early exploration battles for the achievement. I found this tip on a trophy guide and when I went to do it, I was very glad I followed that advice.