Skyrim achievements are locked although I've completed them

Solution 1:

The only explanation is that somehow steam was offline when you earned the achievement so it didn't register.

Since you are on the PC, you can try this command (Weird things might happen though, so make a save game file first):

resetquest TG01

This will reset the first thieves guild quest for you to recomplete, and hopefully get the achievement afterwards.

If that didn't work, then you'll probably have to start a new game to complete the quest.

As for the second achievement (One with the Shadows), you won't earn that one until you've completely restored the thieves guild, meaning you did all the 4 special requests from Delvin. After that, you need to become the guild master. If you have done that as well, then its probably another glitch.

As for the companion quest achievement, try (Same warning as above applies):

resetquest C03

Solution 2:

You can use my Achievements Unlocked mod to unlock achievements you should have gotten but were offline for. I plan on updating it this weekend to work with MCM, so maybe track it if you don't want to mess with the code. :)

Solution 3:

Due to the lack of mods that grant achievements, I assume this possibility has been closed. If you don't have a save from before you met the achievement requirements, and don't fancy starting over, the only alternative seems to be Steam Achievement Manager, which lets you add any achievements you like.