I had the icon with nothing to pick up as well a few times. I guess I got lucky because it sorted itself out while I was revisiting different locations. I even picked up the same note a few times because the game wouldn't save it, even after the save icon came up.
Make sure it's not a phantom marker. The marker books create markers for some stuff you already picked up and show markers for future stuff as well for which you need to progress further.
Looking at the journal, check the X/X, which tells you if you are missing something or not on a given quest. If it displays e.g. 11/11 notes then ignore it, even if there is a phantom marker on the map for that quest.
Phantom markers will not break the achievement, it's just a visual glitch caused by the bugged marker books that do not check properly on all collectibles if you already have picked it up.
For saving on revisiting: if running to another location until the save icon appears (might wait for it save two times) doesn't work, try change your outfit and consume some edibles for more state change. Sometimes the save icon appears even though no saving is taking place for whatever reason.
There seems to be some bugged check where it verified if it actually needs to save, and even when it decides not to, it displays the save icon.
Had this in the Vatican, shortly after buying a book the save icon appears but it didn't save. So ran to the other part of the map, save icon showed again and all was good.