For this achievement, you only need to finish each challenge successfully one time. If you are looking for completing the challenges with 5 stars, I have started a guide for that achievement.
There are only 4 challenges in the Sabo DLC:Mirror World
-The initial quest giver is the yellow exclamation mark just above the Crystal Canyon fast travel point. They ask you to look for Iris. A marker will appear on your map located a little bit north of the quest giver. Once there Iris will...
-The quest giver for this is a navy soldier standing in the southwest corner of Steel City. He tells you to find an Old Pacifista. There won't
be a marker on your map because the Old Pacifista is inside the mission instance entrance right next to the soldier. There will also be a marker for the instance entrance in the southwest corner of Steel City later if you forget where it is. Once you talk to the Old Pacifista right inside the entrance, you basically have to fight a battle royale between you, the Pacifista, and infinite waves of pirates. Pick Master
-The quest giver is on the south end of Amber Harbor and will send you to find his master lockpicking friend Picke. There is a marker on your map locating him at Prison Tower - Tourmaline on the wall in the back, so you will need to climb the prison tower one way or another to get to him using Flame Dash. It might actually be faster to run around the outside left of the Prison Tower and use a tall tree far enough, yet close enough, to the wall to go straight onto the wall.
-Picke gives you 5 minutes to open 4 chests. Problem is they are guarded by navy soldiers. Also, both times I tried, Smoker was waiting at the 4th chest. I would recommend getting the Flame Dash: Flight Boost skill, Movement Speed Boost, Aura Cloak 1/2, all attack and defense parameter boosts as well as equipment slot gain for max items and what not, and also the Chest Open Time Reduction 1/2 skills. You may need a handful of other damage boosting skills from the Battle tree depending on your play style.
-Try to get to the chests without fighting. If not, take out the navy goons as fast as you can. Then the trick will be to Flame Dash off the sides of the wall without falling off to get to the next chest as quickly as possible. If you are only trying to finish before the time runs out, play it safe and run between the chests. Thrillseeker
-The quest giver for this is in Sapphire town and asks you to find her friend Mari who likes dark places. There is no quest marker for this one just like Battle Test. Mari is located in the mission instance location under Amber Town.
-Mari will ask you to stealth takedown 9 pirates in the area. They are generally very far apart except for the 4-5 pirates in the middle. Pirates 1 & 2 are relatively easy and are facing away from you. Pirate 3 roams along a path right before Pirates 4 & 5 who are standing nearby one another but can still be approached.
-Pirates 6 & 7 are the problem. Pirate 7 is generally roaming towards Pirate 6 right around the 4 minute mark and gets alerted if you take too long to get to Pirate 6. After that Pirates 8 and 9 are easy again, later down the path, alone, and facing away from you.
-Best time I have gotten so far is 1 min 45 seconds, with 3 min 15 sec left on the clock. This got me 4 stars.
-Try not to Flame Dash and land next to the pirates, or sprint up to them, as this will alert them. I'm going to keep working on these, so I'm still editing. If I need to make any changes please let me know.