I think all of the items are missable, and most of them are just cash, tomes, and consumables. (The Frozen Crown is missable, too, but it's not an inventory item. I think it's actually not even a key item either, just tracked via flag, although I could be wrong about that.)
You also miss Etheryn's stat boosts if you resolve the confrontations suboptimally; failing to reunite Atheldred and Synneva (i.e. banishing Synne or Athel in combat, or return Synne's spirit to the beyond via Hethia or sex) locks you out of Ryn's first stat boost, and choosing to have sex with them together instead of bringing them together to talk to Etheryn locks you out of the second one.
There's definitely a "best route" in the dungeon and missing it is going to leave you without much of a reward. However, it does ungate aspects of Etheryn's relationship, so there's that, at least.