Attention Coop players!
The game syncs the treasure map pieces across the 2 coop players be aware that because of this you can see the full treasure maps in Journey menu if for example your partner bought the 3rd map piece for a map from a vendor but you didn't (happened to me) and even if you collect all treasures from the chests you won't get the achievement meanwhile you see all treasure maps completed and collected all treasures from the chests.
Solution for the bug: You have to backtrack all treasure map pieces and buy them from vendors/talk to necessary NPCs who should have given to you them.