This achievement may sound difficult, but is actually really easy with a good team!
During the final boss in Veteran Cradle of Shadows, there is a phase where the boss "banishes" you into the catacombs. This is the part where nobody on your team can die. This will happen twice during the fight.
Before you become banished there will be attronachs that spawn in the boss fight, you need to kill these and press your synergy (Y+B). This will give you a light around your feet; 2 players will get this. This makes it extremely easy when you become banished. All you have to do is stay in the light and find your way back to the boss arena without dying. Putting a point marker in the center of the arena before the fight will make navigating back to the center easier. The group will be split into 2 teams of 2 people. Make sure to avoid the snares (they will have a red AOE) You shouldn't have to worry about any adds if you are quick enough. As the achievement description states, this MUST be done on Veteran.
Here is a video guide on the boss mechanics and how to get the achievement. The fight in the video is done on "hard mode" but is not needed to obtain the achievement. All credit goes to xxDAMRONxx.