I too have played for countless hours on 'just the story' difficulty. I probably should of realised but I thought everything was easy because I had figured out a good build haha.
I'm thinking theres a solid chance the achievement will still pop because of those warnings you mentioned. I got them aswell, if I change from the reset 'just the story' to 'story and sword' I get a warning but not for any other difficulty (I was playing on blood and broken bones). This makes sense if the code tracking the achievement thinks its still 'blood and broken bones' or in your case 'death march.'
I suppose we'll have to wait and see.
I'm thinking theres a solid chance the achievement will still pop because of those warnings you mentioned. I got them aswell, if I change from the reset 'just the story' to 'story and sword' I get a warning but not for any other difficulty (I was playing on blood and broken bones). This makes sense if the code tracking the achievement thinks its still 'blood and broken bones' or in your case 'death march.'
I suppose we'll have to wait and see.