For the “Careful, Teddy!” trophy, you have to escape the mansion without ever getting caught.
Everybody who wants to get the “Careful, Teddy!” trophy, you should pause the game whenever you get caught, go back to Main menu, click on “Play” and load the save.
Not Pause the game and click the checkpoint you should go back to Main menu, click on “Play” and load the save. I did that and got the trophy at the end!

"I know you're here, poppet! I'll catch you!" (c) Clayton