I did Supersonic, Immortal and Elite together, before Unhinged, but I did a research and you can do Immortal and Unhinged at the same time, just PLEASE REMEMBER DO DELETE YOUR SAVE AFTER YOU DIE IN THE ONE LIFE Difficulty, IF YOU NOT, YOU WILL PROBABLY GET NONE OF THEM. WHEN THE SAVE HAVE A DEAD ORI'S FACE ON IT, IT DOESN'T FIT FOR THE UNHINGED ACHIEVEMENT ANYMORE.
@Skreee Sorry to hear that, but it's probably because you are not deleting the save after dying and trying again, like I did in the start of this video
@Skreee As you can see at the start of this video, when you die, your save will have a dead Ori's face on it, You must delete that save before trying again, that save doesn't fit anymore for the unhinged achievement. When you still play on one save that you already died and you reach where you previously died, there will be your souls to recollect (just like Dark Souls), you cannot use that even if you avoid it.