"Into the Frontier Caverns" achievement can be missed.
When speaking to the knight about the Wyrm Hunt quests, it is only required to do two of them to advance the story. If you don't choose the option to "rout a monster infestation," which takes you to the Shadow Fort (the quest is called "A Fortress Beseiged"), you won't gain access to the Frontier Caverns.
After completing the battle at the fortress, your Arisen will be placed near the guards in the inner courtyard (which is inaccessible unless one does this quest).
Turn away from the exit, toward the inner structure. To the right of the main entrance of that inner structure, there is a goblin tunnel in the ground. Follow the tunnel to reach Frontier Caverns.