Just one more thing to add as I got BOTH endings in one game cycle.
The trick was, saving the game exclusively on the usb stick. After defeating Gwyn, I placed myself in front of the bonfire. Now just the moment before I activated it I pulled the usb stick out and watched the ending. After the ending the achievement popped and the new game plus started.
I then loaded my savegame from the usb stick and just did the other ending by walking away.
As this solution corrupted someone's savegame: Make sure that while you pull the stick out the savegame flame does not show up because this might destroy your savegame. I think you can avoid this if you pull it out right after the game quicksaves as it saves regularly. Do not move and after pulling it out immediately press A to start the ending sequence.