Fighting with Style: Challenging

This achievement is earned by completing all your class challenges, has nothing to do with unlocking colors.
Got the achievement myself today without having unlocked any colors.

This achievement is not earned in the same way as the other "Fighting With Style" achievements, which involve you unlocking all color variants for a tier of appearances.

To unlock this achievement, you have to complete all of the challenge quests available for your class, meaning you have to unlock the challenge appearance for each of your specializations.

If you're doing this just for the achievement, I recommend doing it on a pure DPS class, as the tank and healer challenges are quite hard. I did it on a level 902 warlock following guides on Youtube and taking 30+ tries for each. The Affliction one is the hardest by far in terms of DPS and mechanics checks, but they are all doable with persistence.

The easiest class to do this achievement on is probably a mage. High mobility, burst, and CC are all huge pluses in these challenges.

Good luck.

I earned this today on my DK after completing only the blood and frost challenges, so, unless it is a bug, maybe it counts same challenges done through other specs for it. I had already done ele and feral challenges which are the same as unholy prior to any on my dk.