Love this game so much. I had a few gripes with it during my playthrough, but most of them were resolved over time. The only ones that havn't been are generally due to my nature as a completionist.
Namely:
Some monstergirls become permanently inaccessible/uncapturable if you don't lantern them at the first opportunity. The ones that immediately come to mind are the two Thunderkitty's in the cave where you meet Ryoko that are in the barred-off room with the gold statues - the lever gets stuck after two flicks, and they get trapped unreachable behind it. Also in the very last room during the Water Spirit's missions to get the key, IIRC there were some spider mobs that I think were Spidergirls, and once you leave that area with the key, the portal shuts down and they become unreachable. And finally there's the one green slimegirl that splashes you/Grey during your events with him that wanders around her otherwise unreachable corner of the Bitterroot Farm dungeon - not quite the same since she's never reachable at any point currently, but still irksome.
The 'Choice' quests during the Begus missions with the Queen and Kimiko - If you choose to do the Quest to secure the Commanders' loyalties, you miss out on the Silver weapon recipes, and if you choose to fight the bandits to get the funding, you miss out on +5~ or so lockpicking XP for Sandra.
Then as MiKaEl said, there's the fact that Irinlia can't be obtained as a 'good' Ryen, though I have hope that will be implemented in the future.
I would also like to be able to acquire additional copies of the skill-gems that you obtain throughout the game at some point. The ones that you get from your Research in particular feel like they should be obtainable repeatedly, since you're manufacturing them rather than finding/being gifted them. Perhaps also adding some Stat-Increasing items to the Legendary tier of the raid chests, so that you can farm them?
Addendum: A few small bugs I forgot to mention:
Kavrala's scene causes her 'standing' CG to appear and not disappear at the end, though this resets properly by talking to her again.
The trade of 20 Iron for 50 Supplies to Amagal is repeatable infinitely, for infinite gain in Amagal Relation.
After acquiring the upgrade for the trader at Havaria Port, occasionally his dialogue will be bugged and not show up when you activate him, and you need to End Turn a few times to reset it.
Once a Squad reaches level 10, it no longer receives XP for defeating an enemy squad, but continues to receive 5xp on each successful, non-killing hit. Unsure if intentional.
Lind Battle Stories remain fightable after completing her story, despite the level 1 non-story mission specifically calling attention to the fact that it can be repeated. Unsure if intentional.
The Perfect Armored Horse that you get as a reward for completing the T3 Arena, when equipped to Worilla, says that it is a 'Strong Armored Horse', upon equipping, though it gives the proper stats for a Perfect Armored Horse, and looking at it again says that it is perfect. Unequipping it from Worilla, however, turns it into a Perfect War Horse, instead. Equipping this War Horse to someone also says that it is a 'Strong War Horse', though gives the proper stats for a Perfect War Horse. Unequipping the Perfect War Horse remains as a Perfect War Horse.
Completing the T2 Arena gives you a Noble Artifact, but stopping at 4 gives you 45k gold, 2 Dusty books, and 2 Blue Gems. This may be intentional, but it seems odd considering both the T1 and T3 arenas have every round rewards include all previous rewards, as well as rounds 1-4 of T2. Round 5 of T2 is the only one that does not, which feels out of place.
(For reference, these are the rewards:
1 Entry Cost: 5k + 2 Green Gem
1-1: 3k
1-2: 10k
1-3: 25k + 2 Green Gem
1-4: 25k + 2 Green Gem, 1 Red Gem
1-5: 50k + 2 Green Gem, 2 Red Gem, 2 Blue Gem
2 Entry Cost: 2 Red Gem
2-1: 12.5k
2-2: 12.5k + 1 Blue Gem
2-3: 25k + 2 Blue Gem
2-4: 45k + 2 Dusty Books, 2 Blue Gem
2-5: 1 Noble Artifact
3 Entry Cost: 3 Dusty Books
3-1: 50k
3-2: 70k
3-3: 100k
3-4: 100k + 1 Holy Artifact
3-5: 100k + 1 Holy Artifact, 1 Perfect Armored Horse)