Good questions! The answers:
1. Yes, we haven't gotten around to adding the CoN achievements to Steam yet. That's our thing, not theirs, but we'll get it on there in December when we do the LotS ones.
2. Yes, LotS will have achievements.
3. Of course, you can get all the achievements in co-op! We wouldn't do it any other way, you should never have to play solo for any reason if you don't want to.
4. Yes, using any cheat disables winning any achievements in that campaign. Having cheats enabled does not, but using a cheat does.