How do you earn the "A Past Wreathed in Shadows" achievement?

The achievement requires you to "complete the game without ever choosing a past." But what does that mean? I just finished a game with the Zeppelin ending, without choosing a past, but didn't earn this achievement. Then I re-loaded and tried retiring to my mansion; that didn't work either. For reference, this is the third captain in my lineage; one went NORTH, and the other found his father's bones. This is the first captain I've played with that didn't have a past.
What endings allow you to earn A Past Wreathed in Shadows? (Do only Ambitions count?) Do I need to start from scratch with a new captain with no lineage?
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Ancient Warchief: The Fear Eater (Gold) | Minas Ithil | Shadows of the Past Mission | Shadow of War
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