Hey it seems several people encounter this problem in coop play including me,
there was a reddit post about this specific problem but it seems no one found a solution yet

https://www.reddit.com/r/Trine/comments/18vr2lp/friends_in_high_places_literally_trophy_trine_5/

Hi,

Sorry for the delayed response.

I just tested this and was able to receive the achievement on a client, so what I'm guessing is happening here is that all the required levels were not done on the same playthrough? Achievement data for saves is not received from the host (so all data is local to each player).

If the required levels were done on separate sessions, the client needs to join the game with a save from the previous session(s). For this we've had an issue where depending on how you join an online game, a new save for the client might be used instead of the previous save from the same game. This would cause the previously met wizards not be recognized anymore (as they were not met in a fresh save). For the same reason some people have had their skills/whatnot reset when joining a supposedly same online game as before. This is a bit cumbersome and I apologize for that.

One way to join an online game with the correct save (e.g. a save from the previous session) is by doing the following:
* Host starts hosting the game for the save normally
** Continue game -> Selecting a save -> Host multiplayer game etc
* Once the game is hosted, client should also navigate to the Continue game menu
* Select the correct save and wait for a while
* When a save is selected the game will look for online games that match the save
* "Games hosted by past companions" options should appear at the bottom of the menu where you select which mode (sp, online etc) you want to start the game in
* Select the option "Join game hosted by XXX" and the game will use the correct save

NOTE: Some consoles have different requirements for accessing online features so this method might not apply the same.

Hope this helps.

- Teemu / Frozenbyte