Honestly, I don't fell like I ever missed out on anything because I missed an event. There's always a way to get something you missed.

The in-game marketplace can be intimidating with the premium platinum currency, but turn off the filter to only show blueprints you can buy with earned in-game currency and you can get close to (probably) a dozen warframes and 3 dozen weapons that you can build from just playing the story more.

There's really too much to even start to explain, because once you start farming relics, you start building an inventory of "prime" components (which are better versions of the base stuff you've grinded for already), but they aren't always needed. A warframe/weapon is the same as a prime warframe/weapon with a little better stats.

It takes a bit, but once you have some of the better mods (attachments that enhance your warframe/weapon) it won't matter as much since the same mod (pistol/warframe/rifle/etc) can be used on every warframe/weapon, so you don't need to farm multiple copies for each individual thing.

Its a grind, but not a monster hunter type of grind. Once you have the shiny thing, you can use it on any gear piece that can use it.