I already beat all the missions in the Pirates DLC except for Hyperius and Gee. I just beat them with help from somebody else, and turned the quests in but no achievement. I do have the "light the warehouse" quest active again, but even still I don't see why that would be an issue considering I've beat all the missions.
You need to complete the 2nd run at the lighthouse and defeat the boss/enter the treasure room again. It's a separate quest so you have to do it for the achievement. --- (Im)mature Aussie gamer. Don't pay the ferry man. Don't even fix a price. GT: Charon78