Everything is collected. The difficulty seems to be uber (I won’t say for sure, because I did it myself before, but they didn’t count it with cheats).

1.To unlock all the secrets you need to select a level and go through it.

2.Achievements “save Wyatt” and “save Fergus” are obtained if you go through the very first level by choosing different people respectively.

Where to throw the save

C:Users*username*Saved GamesMachineGamesWolfenstein The New Order

Tested on a Steam license on July 24, 2014. But it also works on a crack from a reloader, they say.