In addition to the solutions posted below, I feel it necessary to include the following, so that my pain is not shared!
If playing co-op split screen, then this achievement can be unlocked for both players by having one person play on insane, and one on casual, however the person on insane must be player one (Marcus). Having it set the other way around will result in both players only getting the achievement for playing through on casual.
Following on from this, I would assume (though I would be grateful if somebody could confirm this) that if doing a similar thing online, the host must be the insane player.
I hope that this guide helps cut some time off for co-op players, I know that DeathOnWings37 and myself just discovered this the hard way.