Edit 1: There have been reports of achievements unlocking for this game but not showing up until a few days later. This has been happening with several achievements. My suggestion would keep playing and eventually, it should unlock.
*** Spoiler - click to reveal *** This is obtained after you fight Cyclops and free Barnabas and say goodbye to Markos and Phiobe and set sail on your newly acquired ship and the "Ubisoft presents Assassin's creed odyssey" scene plays
This is story related and cannot be missed