Whenever u play as Catwoman u can grab the trophies... When u beat the Game with Batman u will play again as Catwoman and u can grab the trophies... When u finish that mission after the game with Catwoman, u will be ablt to switch back & forth between Catwoman
& Batman at different places on the map so u can grab trophies....
It's very odd that ure marked trophies dissappeared though... when u interogate the Riddler's men (green guys) all trophies will be marked on the map for that area.