Technically, yes. If you KO any legendary in the post-game, they vanish and you can't get their pokedex entry. Why you would KO a legendary instead of capturing it (on purpose) is beyond me.
This only applies to post-game legendaries. The four you encounter during the story can be KO'd, but will reappear at a higher level for the post-game.
Other than that, nothing's missable aside from a few hold items you can steal, all of which can be found/purchased elsewhere. There's a couple of places that seem like they'd have missables, but there's either no items there or you can access it again in the post-game.
It's not possible to steal items from trainers anymore. Well, it is, but you don't keep them after the battle is over.
And fortunately, it's not possible for trainers to steal items from YOU any more, either. I actually had a trainer try to take something important from me (I think it was my Lucky Egg!) but I got it back.
(And you'll have to forgive the late response. My computer was refusing to load GameFAQs for a bit.)
Creator of Jay's Journey (see quote!) "It's not ten years old! Therefore, it sucks!" - Nostalgia whores everywhere