Hauntii

This didn't pop for me until after I finished carnival section and picked up my first star in the next section. Once you get the map you can toggle to see if your missing any. I kept checking because I had them all and no chevo the it popped on next pick up.

I ran into a visual bug where the map would show I had collected all stars. I had unlocked everything and visited all locations and was only missing this achievement, as well as to collect all stars. My last star was at the sea horse dock in wickland, you have to go northwest/upper left through the darkness from the cowboy shooting mini game to a spot with a giant tree at the centre. From there you have to shoot and possess the giant tree, then shake it and the star will come loose. So if the map has showed you collected every star and visited all locations, but you are only missing this achievement and the collect all stars one, then that could be the star you're missing.