Death Runs are found throughout the map and look like a trophy cup with a skull face.
The best way I could find to track this was to look for a fuel can icon at each location. If that icon is present it means you have completed a race there. However
only Barrel Bash, Time Bomb, and Scatter Race will count towards this achievement - the normal Magnum Opus event will not.
Make sure to do each race with the archangels available and you will also receive two other related achievements.
The The Guardian achievement in Mad Max worth 140 pointsSuccessfully complete a Death Run with every Archangel The The Messenger achievement in Mad Max worth 144 pointsComplete a Death Run in legendary time with every Archangel If the achievement(s) still won't unlock, make sure to check the special Rockstar event, current marked by a yellow star in the southern area of Gutgash's region.
Rockstar event was a limited time thing around launch.