is The Papal State.
The player’s country:
To get the Holy Trinity achievement, the player has to start a game as The Papal State (Start date 11 November 1444 in Ironman mode). The achievement is unlocked when the player owns Jerusalem and has Livonian Order Teutonic Order and The Knights as Marches.
This achievement is easier if the player conquers and vassalizes the required lands quickly.
The player should wait until Poland attacks The Teutonic Order and starts a no CB war against them once the Livonian Order (usually allied with Teutonics) does not join the war. The Papal State has to vassalize Teutonic Order and make them a march. After that the players should attack Livonian Order ASAP and vassalize them before they can get a strong ally.
Once the player has the first two Marches can focus on the third: The Knights. They start guaranteed by Venice that could be difficult to beat at this time. The player can directly attacks The Knights with no CB when Venice is occupied in another war. If this scenario does not happen The Papal State can attacks Venice and call Austria promising them some lands, the player must revoke The Knights guarantee and take Crete in the peace deal in order to fabricate a claim on Rhodes. Without Venice protection The Knights can be beaten very easily.
The most difficult part for this achievement is to conquer Jerusalem. The player has to wait until Ottomans attack Mamluks and jump in the war trying to occupy the required province and at least one fort in the area in order to sign the peace when Mamluks are still in war with Ottomans and their war exhaustion is high.
During the time The Papal State waits for Ottomans to attack the Mamluks the player can expand a little bit in Italy avoiding too much AE, consolidate his alliance and try to lower his subject's Liberty Desire.
The first idea group to take is Diplomatic Ideas since the player can't annex Marches until they conquer Jerusalem and they occupy a diplo slot.
Common pitfalls which must be avoided
There are several things which can make this achievement all but impossible, so they should be prevented:
If the Livonian Order or The Knights are killed, it will be difficult to revive them, because releasing them as a vassal requires a province with their core and a culture in the same culture group as their primary culture. But neither the Livonian order(primary culture is Prussian) nor the Knights (primary culture Occitan) own any province in their culture group at the start of the game. So a province would have to be culture converted. But there is not much time for that, because their cores expire after 50 years.
The Knights can be revived with the event The Knights of St. John of Jerusalem or by making a crusader state finish the mission Restore the Hospitallers (but this requires luck that the AI chooses the right option in the mission event). If the crusader state is a subject they can't finish the prerequisite mission Crusader Fleet anymore, so the crusader state should be vassalized after they finished that mission.