About chapters: There are four optional chapters. Maybe four or six. That are: Chapter 20, 21, 24 and 25 for sure. Also 42 and 43 could be optional, but I'm not sure about it. So, there's really no list needed and you notice, when you skip a level. Well... most of the time. Never paid attention when a chapter changed.
And technical, there arn't any missables. There are the cave cougars Zael has to fight alone, which will drop a Thread to upgrade one of Calista's dresses, but you can receive that Upgrade by winning online Deathmatches.