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https://psnprofiles.com/guide/3724-the-legend-of-heroes-trails-of-cold-steel-overall-walkthrough
As for missables, there isn't that much of importance that you missed.
Gameplay wise, if you use a guide to do everything you will get:
- The Lionheart medals (accesories with the largest stat boosts in the game, very helpful on nightmare)
- The Vermillion master quartz (damage x 1.5 while at 90% health or higher, life absorb)
- The other master quartz Principle Vandyck offers you: Thor (life aborsb) or Chevalier (tanking quartz, more powerful the less health you have).
The most useful thing you can get from a A0 rank playthrough would be the import bonuses for the sequel:
Rank A1: Silver Medal accessory (HP+500, EP+50)
Rank A0: Golden Medal accessory (can't be obtained otherwise, HP+1000, EP+100, STR, DEF, ATS and ADF+10)
Rean's level is 69 or lower: 100 of each sepith except mass, Attack 1, Zeram Powder
Rean's level is 70-79: 300 of each sepith except mass, Attack 1, Soul Blur, Zeram Powder
Rean's level is 80 or higher: 500 of each sepith except mass, Attack 1, Soul Blur, Saintly Force, Zeram Powder x2
- A few side quests that somewhat expand upon the world. Nothing major. More insight into Patrick and Celestin's relationship, some lore on a Crossbell circus troupe, etc.
A second playthrough of the game unlocks some slightly different scenes in the final chapter, and gives you a little more information to speculate on the sequel.