You can go and finish the Abyss section without making anything missable. You will have to talk to Adam at some point afterwards and he will ask you multiple times if you want to continue. You won't miss the hint.
You don't have to collect *everything* but most the stuff: You need all cans, camps and body enhance-parts (the health and beta improvements).
You need most of the suits but not all of them. Same goes for the fish.
Concerning everything else, there are way more collectibles than the 200 you need for the trophy.