Ooh, I've been trying to do this with same champion and challenges for a small while. Trying to get both the "3 or more challenges" and "beat final boss with badder bosses and all demon spawners enabled" badges. Failed each time, including twice getting to 25th floor but failing to beat Yog-Dzewa. Maybe I should be less ambitious and only try to get one badge at once...
After being able to consistently win without challenges, I activated three and then two challenges, only to consistently lose! I had to take it slow and learn new strategies for each challenge, and then learn to apply them all at once. You also need to be lucky and get the right equipment!
TLDR, take it slow and keep trying to improve your strategy, eventually you'll get there.
Thanks! I've won without challenge with each hero at least once, and once with a single challenge, but not with two challenges, maybe I'll try that first.
Just keep trying and you'll get there. It took me many, many games, and I still lose much more than I win with two challenges. Sometimes it feels like a whole different game, once you enable a couple of challenges.