You will be able to continue playing after you have finished the story so don't worry if you haven't unlocked all the skills by the end of the game.
There is one sort of missable skill which is the soft landing skill. To unlock this you need to take down two outposts undetected and if you replay missions via outpost master it doesn't count. I would recommend getting these done early on when you have fewer enemies and alarms. If you haven't got it by the end of the game you can reset all the outposts and fortresses via the campaign section of the options menu.
Also there are four skills on the elephant side that you need to purchase 10 times each before they count as fully unlocked.
If you don't want to get your final lot of skills through normal gameplay I used the video below to grind out some XP. I found I needed to accumulate 2000 XP and purchase a skill before dying for the XP to count.