I bring great news today, I have 100% personal confirmation that you can miss exactly one Daedra Artifact (with a few caveats) and still receive the Oblivion Walker Achievement. I missed out on Clavicus Vile's mask because I stupidly believed him when he said I should kill his dog only to find out the Rueful Axe is not the Daedra artifact for that quest. It was hours after I had saved over that particular file that I found out so I couldn't do anything about it. HOWEVER, I can confirm that you can get around this during the Ill Met By Moonlight Daedra quest. In that quest you are hunting down a werewolf for the Daedra, Hircine. What you must do is when you speak to the werewolf you are hunting near the end of the quest AGREE TO HELP HIM by killing all of the hunters Hircine sends after him. Next, leave the cave and you will also receive the uncursed Hircine's ring. Now, return to the cave and kill the werewolf and use the prompt to skin him. Once this is complete Hircine will appear and give you the Saviour's hide. This allows you to get two Daedra artifacts that both count towards the achievement. Here's some additional notes that are important.
I have exactly 15 Daedric Quests Completed.
The one I have not done is Nocturnal's to get the Skeleton Key so I can't confirm or deny if it counts towards your total.
I took the Rueful Axe during Clavicus Vile's quest which has been confirmed by many others does NOT count so I definitely screwed up one of the quests.
I strongly suggest anyone else trying to get all of the artifacts look at a wiki or guide to make sure you do not screw up any of them or make sure not to save over that file. It is VERY easy to miss this only missable achievement.
Good luck!