There is only one ending you can actually get locked into, just avoid getting naked in front of a sketchy looking door below Leyndell and you'll be fine.
Even that is undoable, you just need to kill some more shit. Although I'm not sure whether any of that is missable.
Let the silly cow sacrifice herself, then you can burn the world uncontested.
That and the underwhelming endings are really one of the worst bullshit of the game, at least I had Ranni's ending that felt relatively justified in being so short. Why have a way to subvert fate to have Malenia survive and just fucking ignore it?
You disgust me for using Moonveil, get some maidens on your dick by farming up some Clayman's Harpoons. They're INT-scaling spears that are particularly special because they're the only INT-scaling melee weapon you can cast Scholar's Armament on, which translates into fuckhuge magic damage every time you poke.
Yo that actually sounds dope as fuck! Just flat int scaling?
and you can use the Glintstone Pebble Ash of War on it to make it really evil
I mean Dual Wielding Rapiers isn't so far off from Katana's. Those things get 4 attacks from jumping and easy access to Scarlet Rot.
The Malenia/ Miquella ending was cut, but it seems like this time around FROM actually wants to restore content that was cut. I expect DLC, but they added an NPC in the patch notes. Lorewise Malenia is being more and more influenced by an Outer God, Miquella is doing some weird tree melding/ dream walking bullshit as a defense against Mogh's shotacon tendencies and can't actually help her. The only Good endings in the game is Ranni and Fracture everything else is either making the same shit happen again, but either with NWO, Poop, or Surströmming flavored. Flame of Frenzy is restore everything to tang.
It reeks of cut content. Getting the frenzied flame is even hinted at as being one of the only ways to save your maiden and the way Shabriri points you towards it. I can kind of understand why she'd still be pissed, because you robbed her of your purpose and put the whole world at risk, but she should appear at the next sight of grace at least and still say some shit to you. Even, "Oh, you did me a kindness, but your woeful disregard for my fated purpose and the risk you thrust upon the world means you are not the lord I thought you were. Goodbye forever."
Late, but if you swapped to a STH/INT build there's still kind of a katana you can use if you want a gravity weapon. I say kind of because it's strength scaling but it's not spectacular damage like Moonveil/Clayman's Harpoon (660 at 70 int without magic scorpion ring is a hell of a trip) and more strength scaling than int. In eastern Caelid there's a weapon called the Meteoric Ore Blade and it's got the Gravitas Ash of War so you can pull things off of cliffs. Bleeds like any katana, has a unique R2 that (allegedly) shreds enemy posture, it certainly is a choice if you go back to dual int katanas.
There's a key item associated with St. Trina, who probably is the alter ego of Miquella, that dataminers found. It says something about lulling to sleep in the flavor text and was supposed to remove the flame of frenzy influence.
Ok here's a random lore theory that popped into my head (Spoilers obviously)
So Miquella is slumbering, and he has a dream. A world, in fact. I am calling it now, we're definitely going to have a DLC set in the world created by the dreams of this sleeping Empyrean. The seeds have been sown. Miquella being St. Trinas also explains why descriptions say there's confusion over whether Trinas was a girl or a boy. Presumably, Miquella could take either form, the same way his "mother" could appear as either Marika of Radigon.