I'm about 90% sure the answer to this question is No, unless I have a lot more of the game left to finish than I thought and didn't get to the mission you're talking about. I've been doing pretty much all of the side missions I could as I found them, but after doing the first big set of missions with Yen, nothing went away or was failed. You can still free-travel and go back to the side-missions later. I'm not sure how the end-game works yet, but I'm under the impression it'll still be open to explore and do side-quests. That way CDPR is free to add in expansions etc later.
After last battle, it's generally as with all those kind of games - you return to the world pre-last battle stage, so no changes in world, shown in final movie is applied. All the exploration is possible.
BTW - there is no point watching all the credits, there is nothing hidden after them.