Mato Anomalies

The side-quests in the game will always be marked on your map with a purple question mark if unclaimed, and then with a purple exclamation mark with your next destination once they are active. If you are actively tracking the side-quest, it switches to a yellow exclamation mark. All side-quests are missable, though when they "close" on you varies. I unlocked pretty much every achievement for completing a chapter's side-quests after starting the following chapter, so it just seems to matter when the quest was started and not when it is completed.

As I mentioned in the Road Map, the game will warn you when you interact with a main quest (two red exclamation marks) if progressing that quest will void any of your side-quests. Be sure to select "No" if that ever happens to stop the main quest from launching and then figure out what you need to do to complete the mentioned side-quests before moving on - again, just clear every purple icon and you'll be fine.