Thanks for the 3-5 stage l tip.
However, both 6-1 and 6-3 as I found out have some obscure triggers to drop the dolls. First one is the most incomprehensible and time consuming to discover (and, honestly, I've spent too many hours figuring out how to get it already so I won't bother anymore).
To get the one in stage 6-3 you have to tank enough damage, or do enough hits with the bat before killing the last guard to get the doll. If you wipe them out too soon, nothing drops.
I can't say that I know how to get the one in 6-1, but I did get lucky on one of my many attempts. I deliberately didn't interrupt mages and priests at the start of the round to rack in damage and bat hits later on. By the time I was occupied with cleaning their black shields and destroying eye lasers, half of my team successfully suicided on a charmed mage with a shield up. Then, while the remaining three were working on the last mage, I flew all the way to the left and started to smash chandeliers. One of them, second or third from the left side, dropped the doll.
Also, If anyone wants an easy way to do 5-5 with all three achievements, then all you have to do is take one max. level defence slime. Give her pan at the back and taunt skill and let the enemies drive her into a corner. They will be juggling her for all five minutes not doing any real damage(at least on normal) and you can concentrate on interrupting the flag boss.
I don't think there is a naked skin for the attack imp. It even says that devils and demons (imp) are different species somwhere during dialogue sections in the game. That achievement probably just unocks every naked skin, that is present. I get the same message about dryad-n unlock and the popup, but nothing happens.