I can comfirm that the trophies do stack for both DIFFICULTY and RANK. Beat doku on hard (chapter 2) to unlock very hard.
I recommend beating very hard to unlock the grip of murder and play hard mode to unlock azure dragon helm and white tiger helm ( play up to chapter 10.) Master Ninja difficulty is EASIER to get rank than very hard mode dont question why cuz i dont no myself.
Master Ninja Requirements: Grip of Murder, Azure Dragon helm, and Sun Armlet(chapter 2). Enemies are easier to kill and the requirement to get Mn rank is easier. For a enlightener Very hard is harder than master ninja. Reason? because you dont have the NG3 costume.
Hardest chapters: 1 and 16 the rest take advantage on UT and ambushes for max result on your karma score. Learn the shuriken + jump + ET move for chapter 1.
Hardest trials: Unearthed challenge 4, military destruction destory the radio tower, giants of the underworld 5, and Ryu vs Niccae and Alma