We are looking into the issue of Episode 1 starting when loading your save. We hope to have a patch for this issue soon. In the meantime, you may be able to correct this by loading your save, and then selecting the last Episode you played (Episode 5) and then during the previously on, pause your game and return to the Main Menu. Load your save, and it should auto-scroll to Episode 5 and display 'Continue'. Continuing should return you to your last checkpoint. Alternatively, you should be able to access this checkpoint through the rewind menu, so please check this first by loading your save, scrolling to Episode 5 and selecting Rewind.
For your achievements, please recover you xbox live gamertag, and the achievements should credit the next time you unlock them.