Here's the only missable stuff I can remember that matters:
-Never send people to Iosefka's Clinic. Send them to Oedon's Chapel.
-The one exception to that rule is some asshole civilian that's clearly distrustful of you (it'll be obvious). Tell them to go to the Clinic. That'll reverse-psychology them into heading to the Chapel.
-To get the 'best' ending, find and use three 'One Third of Ubilical Cord' before confronting the final boss.
-Do the DLC. It's the best part of the game.
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It's Reyn Time.
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