Have you guys played the game previously on steam or somewhere else? It's likley that there are game files that are storing achievement data which don't get deleted when you uninstall the game. These files then makes gog think that the achievements you are unlocking already are unlocked so you dont get them. This is the case for some other games atleast. I have the game on steam and before starting to play it on gog i deleted all files in:
C:\Users\Username\Saved Games\MachineGames\Wolfenstein The New Order
Maybe its somewhere in there that ahievement data is stored since I managed to unlock all ahievements on gog even though I have 100%ed the game on steam. The ahievements won't popup ingame ofcourse since the galaxy overlay does not seem to be supported but they show up in galaxy.
OMG man you're the best ! 4 months that I'm waiting for GOG Support to help me for this exact problem.
I tested it on The Old Blood and the achievement for the Prologue nightmare works ! I keep you updated on New Order achievements.
Thank you so much !
EDIT: Working aswell for The New Order achievements.