well after abandoning and trying again like 6 times because i would get stuck at 1 or 2 kills i decided i needed to look it up and upon reading this i went to go kill one in patrol mode where the devils lair is located and i got credit for the kill so it appears that you do indeed have to have the killing blow.
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I had the same problem as the OP and I just came to the conclusion that you're correct, you have to be the one who actually killed it. Which is insane, but I get it. Its a strict interpretation of the bounty. Defeat 3 walkers means exactly that. YOU have to defeat the walker, not participate. Oh boy....