I have done it a few times but can't remember exactly what happened each time. I do know there are bugs in a few of the adventures that only appear occasionally.
There is a special item in a lot of the tombs. Can't remember all their names but one name in one world is the 'sigil of' whatever. I got them all until I had to do the final set of tombs under the nectary in France. I had to return to Egypt to do something. Every time I got there it dropped out. I tried over and over again. Eventually I started a fresh game and tried over and over again. Then I eventually got it. By then I had a pretty good idea of what was going on. Every single time it failed I had my sims living in a house in France. Every time I got it to work they were at the Base Camp. Since I had almost never played with them living in their own house in the WA worlds I had not experienced this problem before but others had often complained about it.
All I'm trying to say the problem that is making it fail can be subtle and not necessarily obviously related to the adventure at hand.
Another one requires your sims to get to level 10 in Martial Arts. If your sim ever happens to already be at level 10 in martial arts before they get the challenge they can never complete it. They have to be below level 10 when they get the challenge to be able to do it successfully. Once I had this problem and I used a mod to reduce the sim's martial arts level by a fraction to make it just under 10 and they the sim completed the challenge.
But I don't know about the one you are having a problem with at the moment.
If you're using a mod to travel direct between France and China that can apparently cause problems. I've been told I have to always go home and then travel to the different WA world.
The game where I completed everything was made into a series of videos and is in the playlist 'Isla Paradiso Bunch Playlist 2' if you're interested.
There should be a bug thread on World Adventures somewhere. It used to be easy to find but I think in this new forum it has been amalgamated so many times it is not easy to find. Maybe you could try searching. Even a Google type search might show up something.
Happy Simming