It has been said 100 times that everything unlocks if you save and continue each campaign from the save.

The problem isn't that. All saves are in the "load" section, but even immediately after finishing a campaign, if you go to the campaign selection, the "checkmark" next to the completed campaign doesn't appear, or it appears until you navigate through the menu again. Consequently, at most, only one completed campaign is displayed. Loading the last few days' worth of all five unlocked campaigns in a row and finishing them again doesn't help – the last campaign may be marked, but all the previous ones are reset.

I don't know how to explain it ANY clearer.