Phantom Blade Zero Endings & Missables

Two quests decide it. Finish both before you press on at Mount Soulrend.

1. Secrets at the Heart of the LakeFinish the quest and the scene with Inanis in the Realm of Mirage that follows it. On its own this turns Annihilation into Lóng's Roar.
2. Bloodline Awakening · Lóng PillarFind all five Lóng Pillars and complete their trials; the fifth trial completes Bloodline Awakening. With the Heart of the Lake also done, this gives Final Battle.
3. Don't press on at Mount Soulrend earlyWhen you reach Mu Xiaokui on Mount Soulrend, Inanis warns you if either quest is unfinished. Pick “There's still unfinished business. Return later.” to go back and finish it.

Places where the game warns you, locks travel or locks a choice in, quoted from the game text.

• WarningBridge to the Mirage Estate — If Secrets at the Heart of the Lake is unfinished, Inanis warns you before you cross. Crossing deactivates 9 Bells, among them the Mirrorwood Lóng Pillar and the Human-Faced Banyan.
  To proceed rashly... may only invite disaster.
• No returnMount Soulrend, at Mu Xiaokui — Choosing to press on blocks Bell travel to other regions until the ending. The game saves a snapshot here that “Return to The Last Chance” reloads after an ending (not on 66 Days).
  No turning back now. Forward it is!
• Locked inChoosing Wayfarer difficulty — Wayfarer cannot be changed for the rest of the playthrough and keeps 66 Days locked.
  Achievements for completing the entire game on [PATHBREAKER/HELLWALKER] cannot be unlocked.

Quests with a fail branch, an NPC who can die first, or a pickup that disappears, from the quest flow graphs.

• Can failSecrets of the Baishan Sect — Fails if you kill the Sword Puppet boss while the quest is not on its third stage; Bi Taotao then dies early. You still get Baishan Stormswords, but not the Broken Vessel or the quest's achievement.
  At stake: Broken Vessel
• Can failTriple Threat — Fails if you defeat the Three-Faced Puppet's second phase without the Soul-Tempered Sanguine Reach equipped as your main weapon. You still get Freezing Chaos, but not Chaos Iron Fragment II.
  At stake: Chaos Iron Fragment II
• Can failLeave None Alive — Fails if both the injured thief (he dies once you enter the Village of Lu well) and the Mandate master (he dies after you answer “Believe”) are dead before you hand in their relics.
  At stake: Arrowward, Agarwood Prayer Beads
• Can failThe Journey Home — Fails at the end of the Pangzhen back streets if you never accepted Old Man Gen's request.
  At stake: Dusty Old Wooden Comb
• NPC can dieCui — Lu Sanqian, Cui's grandfather, can die before you free him if you open the nearby gates first. Freeing him without giving him Rootless Dew loses the Crude Radiant Heart and his letter; Cui's Red Ribbon also needs you to have spoken to Cui first.
  At stake: Crude Radiant Heart, Lu Sanqian's Final Letter: for Jieyuan, Cui's Red Ribbon
• NPC can dieHero's Lament — Liu Yi dies in his cage if you pick up the tiger-head switch item before your first talk with him.
  At stake: Ink Cut
• NPC can dieDon't Forget Me — Zhou Ping dies if you pick up the tiger-head switch item before talking to him.
  At stake: Ultimate Talisman, Letter to Yu Ling
• Time-limitedQuick Hand's Request — Quick Hand Zhang disappears from his cage in the Crimson Forest if you walk up to him without opening it.
  At stake: Goldblaze, Flying Dagger, Thundermoon Lantern
• Time-limitedFlesh Lily — The Twin Flesh Lilies (after Hua the Bride in Weeping Creek Valley) disappear once you reach Old Man Gen in the Village of Lu. Giving Yu'er the lily changes her father's scene in Pangzhen: Blessed Jade Pendant if you did, Tarnished Jade Pendant if not.
  At stake: Twin Flesh Lilies, Blessed Jade Pendant
• Story branchThe Undying Heroic Spirit — Free each of the 6 Mandate masters in the Mandate Encampment: the quest records a failure once 3 of them are not freed.
  At stake: Hero's Courage

Achievements / trophies the game unlocks for completing quests, with the share of Steam players who have them.

Achievements tied to quests

Achievement	Grade	Quest	Steam players
Forbidden Arts Beneath the Lake	Silver	Secrets at the Heart of the Lake	15.3%
Phantom and Blade	Silver	Bloodline Awakening	13.1%
The Last of Baishan	Bronze	Secrets of the Baishan Sect	21.7%
Together Till the End	Bronze	The Journey Home	23.9%
A Wanderer's Honor	Bronze	Young Master Lan	36.6%
Spectral Blade	Bronze	A Severed Mindseal	12.5%
The Healer’s Legacy	Bronze	Flesh Lily, Apprentice Healer, A Healer's Mercy	20.4%
Lost and Found	Bronze	Quick Hand's Request	8.9%
Even Trees Know Sorrow	Silver	Heart of the Banyan	14.4%

What carries over into a new Cycle and how the difficulties unlock, quoted from the game.

• New CycleAfter an ending you can start a new Cycle (New Game+).
  Equipment, progression items, Ability Training, and Archives will carry over. Quests, maps, Key Items, and remaining days will be reset.
• HellwalkerUnlocked for New Game+.
  Hellwalker difficulty becomes available in New Game+ after completing the game once on Wayfarer or Pathbreaker difficulty, excluding the Instant Death ending.
• 66 DaysEach death costs one of 66 days; when they run out, Undying Grudge plays.
  Same difficulty as "Hellwalker," but deaths are limited to 66 times. Unlocked after completing the game on any other difficulty.
• WayfarerThe easiest difficulty is not offered when you start a new Cycle.
  This difficulty can only be unlocked during gameplay after dying a certain number of times.
• Ability TrainingThe last node of the Blackstone, Sha-Chi Amber and Memory Flower lines unlocks 5 more levels per Cycle, up to level 30.
• New Game+ shopEach Cycle you can buy The Banyan's Heart up to 3 times (200,000 Remnant Dust each) and Quick Hand's Manual once (50,000).

Everything you miss can be done again in the next Cycle, since quests and maps reset. Talents