Annexed nations still existing while owning no land is a common bug of outside programs such as trainers. It's due with how the game handles ownership and the program not setting the right flags. Cheating or not, the achievement will be impossible to get since there is no way to annex those landless nations.
GG, start again, don't bother westernising, consider SAM next time.
Would releasing the nations in question as vassals and re-annexing them fix this? Or is it impossible to release them because they still "exist"?