Basic question: carrying XP over in campaigns

I just played the first mission of Blood Ice and Steel on Moderate after getting that first act out of the way. Now my plan from understanding the deck build within the campaign was to farm a shitton of XP over the course of an easy, ■■■■■■■ around version of blood Ice and Steel and unlock everything so when I tried Act 1 with the Knight of St. John again I’d have all that XP unlocked and I’d more or less have the entirety of the deck unloacked and I could go to town as I wished in all three acts and hopefully the other campaigns or else because, you know, I played the ■■■■ out of the game.

But even playing the Knights again on a different difficulty level, the XP didn’t seem to carry through when setting up my deck for mission 2 on moderate. Not every the unlockable cosmetics were carried over. And unless I’m going something wrong that seems VERY grindy.

SO is there a way to make sure the unlocked XP and cosmetics carry over within a campaign? Cause otherwise I can’t see how I can unlock the full deck and cosmetics for the Knights of St. John. Or Black Mercenaries either.