The last I saw; Mr.Rooster has said that in the long-term you will not get locked out of any main girls, but you will miss some scenes in the short-term (can't get all scenes on a single play without save-scumming).
I've been gone for a bit, but I don't think that has changed.
Ya there are scenes that can easily be missed. Some are currently in the Gallery or in Replay and some are not (as for 1.4.2).
There is also a lot of content (renders/dialogs) that you may miss, depending how you interract with the protagonist and in what order you do them. These don't really affect the storyline overall. For example:
In Magma's story right after your first encounter in Orange Ciity with Magma and Stacia, you can search for Stacia at the City and if you do this before you go to the arena with Magma and Yun-Yun, you will miss the opportunity to learn more about their common history (mag_9_q6==1).
And yes there is no way to see everything without save-scumming, I thought we could do this via the Replay but apparently not.
I'm at my third restart of the 1.4.2, because I find it difficult not to get lost in writing my guide (and with the less save/load as possible). I try to write it in order to leave the maximum freedom to the player because I think it's more pleasant that way.