7 of them are automatic story unlocks and cannot be missed. The remaining 28 are mostly found at friendly encampments. Only very few are found out in the wild.
You can keep track of them via the in-game collectible menu, it shows which one you have and haven’t found. If you die without saving the progress first, you must pick them up again.
None of the Character Collectibles are missable. You can go back to all these places after the story in free-roam.
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