I did what we are meant to do, so nothing is done incorrectly, played through the first 3 missions and no achievements. Not sure.
I'll wait for the updated version, try again and see if anything unlocks then. If not then something has changed recently to stop achievements from being unlocked.
I have not tested Windows version, but achievements dont unlock with steam version of the MCC launcher. Nor does the challenge hub load. I tested some achievements I didnt get from H3 yet, and they didnt unlock with the CH version of the launcher, but using the original non-altered launcher achievements unlock fine.