Nightmare mode is quite the challenge! Here are some tips:
* Don't use your one save too early, but don't forget to use it either! If you're on a good run, you'll want to save!
* Don't do other achievements at the same time!
* Use your axe! You don't want to waste ammunition on Nightmare, as it's very limited!
* Make sure to have the shotgun with four shells ready for the boss. More doesn't hurt.
* Open the lockers that contain ammunition and heat drinks! (The lockers are not randomized!) If needed, open the ones with health drinks.
* Don't pick up unnecessary items!
* Be quick! The faster you are, the less items you'll need to consume to keep up the heat - and heat drinks are very limited!
* Have played through the game on other difficulties at least three times before attempting Nightmare - the layout and key items are still the same.
* Avoid unnecessary fights.
With this, you'll hopefully be able to beat Nightmare mode and earn that achievement! Good luck!