Not sure if this is a bug or by design but the challenge Boner Broken Bluntly: Slay 1000 enemies with Siennas Fuegonasus’ Crobill Weapon, don’t progress when you do Weaves. I don’t know if it is only for Siennas weapon skin or for every character.
If its not a bug I think it would be better if Challenges progress in Weaves as well, the Challenges that is not specific for Missions that is.