Brutal Legend: Do you get anything extra for completing everything

Yes. Any achievement, any achievement, that has a difficulty requirement as part of the achievement can also be completed on a higher difficulty. This means that (if you're good enough) you can get all of the Wings of Liberty Mission achievements on a single playthrough.

E.g., for the Red Lobster achievement, you can taunt the Brutalisk into the lava on Normal, Hard, or Brutal -- you don't "have" to be on normal (despite the listing to the contrary)

Unfortunately, there are bugs with the co-op mode in LEGO Harry Potter: Years 1-4, which can result in any of the "buy all types of characters" trophies not rewarding properly. I hate to say this, but the only solution is to restart the game from a fresh save and ensure only one player purchases the characters.

From PS3Trophies.org:

Q: Help! My Wonderful Weasly/Quidditch Team/Dark Wizards/Animagus Trophy didnt unlock! Why? What can I do?

A: These trophies are known to glitch if any of the characters needed for the trophy are purchased by the player 2 in co-op mode. There is no known remedy for the situation so far aside from starting the game over for that trophy. The best way to ensure these trophies unlock normally is to make sure player 1 purchases them all. Sometimes it is even better to be safe and have player 2 (if playing Co-op) drop out while you purchase characters.