Missable but you only need to find 2 collectibles. They can be found quite early in the game.
The first one is early in the game, after leaving the apartments. You will spot two police offices by a police car. Possess and Eavesdrop for Truth About Baxter: Baxter and Ronan’s Mutual Animosity.
Second one is a little later in the lobby of the Police Station. If you were entering through the main doors, turn right and you can reveal the two men to get Truth About Baxter: Baxter’s Relationship with the Witness’s Mother.