Rokara is currently bugged - can not earn the achievement.
Thrall has not been released to play yet. The achievement can be seen in your achievement collection, but can not be earned until he is released to play. (Only: Jaina, Rexxar, Garrosh, Uther, Anduin, and Valeera are currently available in Book of Heroes).
I remember 1 hero Blizzard forgot to add the achievements for after they released the hero and everyone else had to go back and replay a second time. I think it was Uther (maybe Rexxar). If you have 0/8 on a hero you can replay, I would suggest replaying this hero (complete 1st boss only and check if it updates to 1/8. If so, finish all 8 for achievement).
-Valas