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Data Modelling
Even after completing all the units (including challenges) in Data Modelling, Module is not getting complete. all other modules are completed successfully. Screenshot for reference

First sincerely regret the inconvenience.
I guess the problem might be caused because of the badges being updated
to lightning.
As some of the trailhead modules are updated to lightning, trailhead might be checking the badge completion progress in terms of lightning UI.
As I knew Data Modelling and Data Management badges have been upgraded to lightning, this might be causing the issue.
May I suggest you please give a try by validating the same badges in a lightning user interface which should probably do the trick.
For more information please check this.
Please let us know if this information helps.
Mark this as solved if it's resolved.
Thanks,
Nagendra
Hey Manish,
As I created the new trailhead account now,the Data Modelling trail has four units,
But in your org it is showing only three, that's why it is not getting completed.

Please try the below mentioned link for Unit: "Create Custom Objects and Fields" and complete the challenge,
surely,it will be marked as completed.
https://trailhead.salesforce.com/en/trails/force_com_dev_beginner/modules/data_modeling/units/creating_custom_objects_fields
Regards,
Diksha Goel
Sorry for this issue you are encountering.
I guess the problem might be caused because of the badges being updated
to lightning.
As some of the trailhead modules are updated to lightning, trailhead might be checking the badge completion progress in terms of lightning UI.
As I knew Data Modelling and Data Management badges have been upgraded to lightning, this might be causing the issue.
May I request you please reach out to below email address for quick help.
- trailhead@salesforce.com
Hope this helps.Kindly mark this as solved if the information helps.
Thanks,
Nagendra