Apparently, there is a permanent missable item in very early Chapter 5, an nice one, to boot.  I missed it, but so you know:
Go back to Osohe Castle, and look for the conductor boss to be back.  When you defeat this form, you get a nice, equipable item.
As far as I know there's no storyline spoilers to this, just when you're in chapter 5, right away, give that a look, and give it a try.  If you wait to long, you miss the chance, like I did, apparently.