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.

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.