Okay, was just playing a game via cloud and it didn't save once. Told me there was an error and asked whether there was enough space or whether I was using illegal characters. Couldn't save manually either. The next month it just saved again, dunno if I am no longer able to get achievements though.
At last I can confirm that cloud saving is the way to go.
I recently started a game with Khazar to get the Jewish achievement. There were multiple occasions where I lost connection and the game kept warning me.
Finally when I was able to form Israel, I got the achievement with no problems.(Of course I was connected to the internet at the time being)
One thing that I should warn you though is: when the save is on cloud, it's OK to play the game offline, but make sure that when you are close to getting the achievement you're online.
In the Jewish game I mentioned, I got the Divine Blood achievement when I was offline. Funnily the steam achievement notification popped up. However when I eventually went online, it was NOT recorded.