Well, there some main quest, that are in stages as well.
Mostlig thos were you need to find some one and talk to them, if there are a bonus quest in that stage, you lose the bonus quest as you are done with the first part of the main quest. As the bonus quest belong to this stage. (if that make any sens )
Think I have lost one multi-stage bonus quest this way.
Only advise I can give is, all ways do the bonus quest first, before you talk to someone or use a item at the, were to go questmark on the map.
As there are a chance the main quest end or go in to a new stage.