Suuljin : Great name for tha icon ! XD
But that's not true in my case : for the third act with the warrior that mark of shame didn't disapeared after that I finished 3rd act a second time with the warrior and without using continue.
Something quite sad : when you finish the game in the highest difficulty with a second wind by paying a few moral points, you get the icon of the difficulty next to your character, and the little icon with the two arrows in cirle who say that you have used a continue : okay.
But if you clear the game a second time with the same difficulty without using that kind of continue, then the little icon who said you used a continue dont disapeard, even if you did a best performance while not using a continue ! D8
I find that quite sad.