Can the achievements be tracked in multiple systems, eg. Games for Windows Live and Steam

You get Xbox Live achievements if you play the 360 version, Steam achievements if you play the PC version

From the support article regarding achievements. I've bolded the items that could apply:

Achievements are not recorded while playing in Commentary Mode, Offline Mode or when sv_cheats is set to 1. If you would like to ensure that your achievements are tracked correctly, please do not play your game in any of these modes.

If you notice that stats or achievements do not appear to be tracked, or previously attained stats and achievements are missing, that is a good sign that either stat tracking is temporarily down or that you may have an Internet connection issue. During this time, your stats and achievements may not be recorded. Unfortunately, that means they will not appear later when everything returns back to normal.

This is what I would assume first would be the culprit. Is it possible that you could've lost connection to Steam at the time you acquired the Terror Gauntlet (I don't have the game so I don't know what triggers this)? If so, it may have missed that "trigger" and it would not have registered with Steam. See this question, though note that there are exceptions to the rule. While the majority of games do not sync achievements that have been earned in offline mode, there are certain games which do, such as Borderlands. However, you'd need to look that up on a case-by-case basis.

Occasionally there may be issues with attaining certain achievements - in these cases, you will need to wait for a patch addressing this problem in order to attain them.

Very rarely certain achievements will be reset or adjusted, typically following a patch that is intended to fix issues with that achievement.

In any cases where you are missing achievements, they unfortunately cannot be restored. You will need to re-attain achievements that have been lost.

After doing some research, it seems that in regards to Darksiders specifically, there seem to be several threads about the same issue.

Some suggestions from people include:

• Don't alt-tab after you start playing, because there's some sort of crash that glitches achievements. Some people also said do not use the Steam overlay (shift-tab by default) because that crashed the earlier version of the game's connection to Steam as well, though from reading, that's supposedly been patched.
• Save before an achievement trigger/event so you can reload and try again if it fails to take the first time
• Shut down Steam, restart it and immediately play Darksiders before any other game.

Note that I don't own the game, so I can't confirm any of these methods myself. In any case, if you have missed the "gimme" achievements, there's unfortunately no way to re-trigger them short of loading up a game save before the trigger and playing until it unlocks or playing through the game again.