Unwinnable by Insanity: After reaching Blackwater for the first time, you can sell all your equipment and use all money you have now to buy consumables, then waste them, and you'll be permanently stuck in a town where you're required to rest at an inn, but don't have the money to do so.
An easily missable fact from the help section: The chance to hit an enemy is independent from their DEX stat, but solely determined by the attacker's ACC. Enemy dexterity's only purpose is evading critical hits (which also apparently cannot be stroke by enemies).
The damage of ranged attacks is still dependent on their user's row (they deal less damage if the attacker is in the back row, and vice versa). However, the defense of a ranged attack's target isn't increased by being in a back row.
Even if you manage to beat a member of the Demon Commandos in the hopeless preparation fights with Deus' and Yan Angwa's parties, the normal cutscene of their victory will be played.