For the two collectible achievements, I will refer you to jcfarsight's excellent guide if you want screenshots or more details:
https://gtm.steamproxy.vip/sharedfiles/filedetails/?id=946948167
I'll only cover them briefly. I've kept the same names to prevent confusion.

All achievements below are listed in chronological order.

Story achievement. Unlocks after the sequence on the train.

Chapter begins after 'getting off' the train...

At the train station, exit the offices after reading the note with the code to find it on a chair at the top of the stairs.

Across the street from the diner's rear exit.

Immediately after the phone call above, follow the street down to some black goo before turning into the alley. Walk into it for the achievement.

There are three enemy encounters on the way towards the police station.

Enemy #1
The first encounter is immediately after the game teaches you to crouch. Simply sneak around the boxes on the right.

Enemy #2
The second encounter is after exiting the apartments. Follow the enemy as it shuffles along the wall and sneak into the convenience store on the right. Exit the other side and sneak past the enemy as it turns around to walk the way the way it came.

Enemy #3
Almost immediately after the second is the third encounter. Sneak into the fenced area on the right and break the lock on the door. Head through the building and when you exit at the other end, sneak around the corner out of sight of the enemy.

The achievement will unlock as the police station comes into view and there's a autosave.

Story achievement. The chase starts after picking up the police ID and exiting the offices. Turn right and loop back to the armory to unlock the achievement.

Story achievement. Unlocks on picking up the revolver in the police station armory.

On one of the coffins at the graveyard.

Chapter begins after falling onto the beach and moving forward to a checkpoint.

You should start the chapter with some bullets already. If not, starting from chapter select will give you 5 bullets.

• Turn around from the start of the chapter to find 2 bullets in a backpack.
  
• Continue along the beach towards the cave entrance. Just before the entrance is another stash hidden behind a boulder. There's 5 bullets in the bag and 2 on the ground.
  
• Inside the cave at the first fork, there's a dead end opposite the hard hat that leads to 2 bullets in a backpack.

Note: Despite the description, the achievement requires 12+ bullets.

Note: "In one go" means you can't quit to menu either. Play from the beach area you start the chapter on straight to the caves exit without exiting the game.
The cave section starts after getting off the beach you begin the chapter on. Despite what it seems, the caves are pretty linear. There are a few (maybe 3 or 4) enemy encounters, but all just single monster encounters.

First, follow the arrows to Exit C. Most of the paths towards C aren't lined by electric lights.
There are two enemies along the way: one in a large flooded cavern, and another at Exit C itself.




Proceed past Exit C and you'll eventually reach an electric light and a fork. Follow the cables down the path that points to neither Exit C nor Exit B to a generator that must be switched off.




Return to the previous fork, and this time follow the long path to Exit B. There's one enemy along the way. This one can be dangerous as it's dark and it's hiding behind a corner.

Remember to grab Alter Ego #3 on the way out.

The achievement will unlock upon exiting the caves.

On a table just before the flooded pathway leading towards Exit B. It's hard to miss since a nearby lantern the only source of orange light in the area (if the power is off).

You will reach the lighthouse after the caves section. The underground research station is found in the lowest level of the lighthouse, and is locked with a passcoded door. The code can be found on the walls of the lighthouse: 1901.

Veranda of the farmhouse while travelling through the cornfields.

Chapter begins after going through the cornfields and you reach the docks.

On the docks.

I honestly don't know how many "types" of enemies are in the game, but I unlocked this after using the forklift to kill the enemy that chases you in the factory. The forklift is in front of you after running through a set of double doors.

I did kill every enemy I could before this point though.

Chapter begins after exiting the factory and going under the raised bridge to a checkpoint.

Animal skull near a burning barrel. There's nothing to inspect, the dialogue triggers automatically.

When you reach the gate that starts the boss fight, grab the gun and start the battle. After the cutscene, immediately quit to menu and continue. You'll be outside the gate and the gun will have respawned. Repeat until you have enough ammo for the battle (at least six or seven bullets).

The battle itself is easy now as you won't need to squander for individual bullets off the ground.

Down the road from the witch's house.

Approaching the hospital's front entrance will trigger more dialogue automatically.

Chapter begins on entering the hospital through the side entrance.

After taking the elevator down in the hospital, a phone will ring as you approach the office at the far end.

After arriving at the 3rd floor, turn right and run down the corridor to the end to hear it ringing.

See above.

Unmissable dialogue as make your way to the morgue.

See above.

On a gurney after inspecting the morgue drawer.

Chapter begins after exiting the hospital to the lighthouse.

Story achievement. Stun the monster outside the lighthouse with melee attacks (she can't be killed) and bash your way inside. Sprint up the stairs to the top. Look up and shoot the heart.

Story achievement. Unlocks at the start of the credits.