I got the COA on Stygia on Archdevil difficulty but died and I had to restart the level. When I beat the level I didn’t get the progress for obtaining the COA and when I went back to get the COA it wasn’t there.
Beating the level on the same difficulty again didn’t do anything, and I still have Archdevil unlocked for Yhelm and beyond. I can grab the COA from the other levels and they count.