While this achievement is unmissable and unlocks at the end of the level, you'll want to make sure to grab the collectibles and a few missable Moral Points while going through the mission.
Check out the video below for a full playthrough of the game showing all collectibles, miscellaneous achievements like this one, and the Moral Points I obtained (I skipped a lot of them) in order to get the Redemption achievement. The Depot mission starts at timestamp
1:43:15.