I think I might have seen this issue mentioned before, but I can't find it on the forums.
Anyway, I'm playing the main campaign, and I'm still in the early stages. While dealing with Olooson and Heracleum had rebelled and were now under my control. At this point, I still hadn't taken Methone and Pydna, and I hadn't unlocked the "In the Shadow of Mount Olympus" objective. Sadly, it now turns out that the objective remains undiscovered, even after taking Pydna and Methone (and tearing down their walls), as well as the nearby shrine. Is there any way to get the objective to unlock, or am I just doomed to restart?