When I reference cardinal directions (North, East, South and West) this is relative to the view from the map If you fail to get any, do not worry as the miscellaneous achievements are obtainable on any difficulty and can be obtained in subsequent runs. The first playthrough description will be the most detailed and will include as many achievements as possible for a single run. As well as reminding you to check you have gotten everything before you can no longer backtrack.
I will not be describing the locations of every non-achievement-related items, but I will mention some particularly useful ones, I will include all relevant collectables but not Expanded Map Treasures as these are not needed for achievements. Just don't forget to save often on Professional as there are no checkpoints. Saving frequently is good but the auto-saving is quite reliable. The walkthrough won't tell you when to save as this is your preference.