You can still reach all collectibles after the story! Nothing is missable. You can hit "Continue" from the main menu after having finished the game. Then everything is accessible in free-roam. Base Camps for first map "Cozumel" also open up after the story.

Before you start collecting, be sure to grab all Archivist Maps and Explorer Backpacks. They reveal all collectible locations on the in-game map. Then you can mark them with waypoints which makes them easier to track down.