To my knowledge, any achievement that requires a specific starting character, will not fire on steam if it is not completed in 1 gaming session.
EX: I took all of Britain starting as a son of lodbrok, but I played it over the course of a few days, I did not get the achievement.
My friend took all of Britain starting as a son of lodbrok, but did it from start to finish in 1 gaming session, without exiting to the main screen or desktop.
The issue is known, and listed here:
https://forum.paradoxplaza.com/forum/threads/update-sep-4-ck3-currently-known-issues.1414876/
'[Achievements] Saves are not compatible with any achievement that requires Players to start as specific Character '
I do hope that some sort of backwards compatibility will be made for achievements that were completed, but couldn't trigger on steam, but it is doubtful.