Yeah there's the coffee items that you can miss easily. Make sure when you get an ATE you watch it, because you might miss an item or a clue to where an item might be. For the coffee make sure that you visit old Morris every chance you get. I think I forgot to go back to him one time and was unable to get the item for giving him all the coffees. I think you need to meet him when you're with Dagger, Marcus, and Steiner at Treno and you can also do something related to the mayor of Dali while you're there.

Make sure to visit the auction house too as you can get The Rat's Tail and others there. For maxing stats primarily you'll just need to grind a lot towards the end of the game with the best equipment.