I’m also bit worried as folks told me you can miss certain side quests if you advance too fast,

Yeah if you're wanting to do as many side missions as possible, it's best to do all the white colored missions first. The yellow one's aren't going anywhere and they are sometimes chapter milestones that can lock you out of side missions. But I wouldn't worry too much about it. A. There are so many quests that are only available at a certain time/place or after certain events, you'll never hit them all in one play through. and B.

Now I'm going to have to fire it up later just to spend a couple hours roaming the wilderness camping, hunting, and fishing with my "Never leaving chapter 3 Arthur"