Yes I've done that too.
I wonder if there is a order to do these things cause i feel i did everything that's been listed but when they talked they came to the conclusion Alma hid the Caliche before her death despite having read all that stuff and seeing the vision of her past and birth as a vampire in her cousin's body.
Currently in the same spot as Kohryu. Don't know which flags I'm missing. I've been going over all the suggestions from TJoshua and Dragonbutts, but it isn't working out. Below should be the flags I triggered, in the order I triggered them.
1. Bandit hideout, in front of the 2 locked doors with captured sacrifices.
2. Magician tower, went to top floor, read all the passages from the book.
3. Forgotten town, cutscene with mayor.
4. Desert, talked to both the merchant with the chest behind him and the sun king.
5. Dragon's den, found both the butler and defeated the boss after he was summoned.
6. Ogre hold, beat the boss, DIDN'T talk to ghost lady here.
7. Went to final boss, made a save before it.
Here I realize that I've missed some crucial flags for getting the "true ending". When talking to the boss, Doris just says she has no idea about the chalice, so I end up backtracking to pick up those missed flags.
8. Ogre hold ghost lady in the mines.
9. Went back to St. Alma, checked out the basement about the heart dialogue.
10. Went back to the ghost town, talked with the guy in the house about the hearts, which will trigger the cutscene about Dorothy
11. Talked to Mary, then went back to fight the final boss, and then Doris says she agrees that the chalice is with Alma.
Basically I think there are 3 endings:
Regular ending: you find your old butler, find out about your past in Phantom Castle, then go fight the final boss
Ending 1.5: you learn about your connection to Alma, but the whereabouts of the chalice is unknown.
True ending: you realize that you have the chalice, due to magic+the other world
Stuck on ending 1.5 like Kohryu is, trying to get the true ending. Pulling my hair out because I'm sure I got all the flags, but pretty sure I did something wrong. Probably will have to replay on NG+ and be more thorough.