I had most achievements before the Wrath of the Lamb update. Most of them, that is, except for the ones given for completing Sheol with Judas and Eve. I then completed the full game with Judas and got the new curved horn achievement, but then the game ended and I couldn't get the monster manual for completing Sheol. Is Sheol not available any more?
When you complete the Womb by killing It Lives, you can choose where to go. There will be available a beam of light, that brings you to the Cathedral and Isaac, and the trapdoor, that brings you to Sheol and Satan.
So no, the Sheol achievements aren't locked, you just can't get both the new and the old achievements in the same run.