I have experienced two conversations (that I know of) that either won't or can't trigger.
The first one is where Gale (supposedly) teaches you about the weave - which also starts his romance
The other is a conversation with Astarion, where he is stargazing. I have been able to trigger this once, but it seemed to happen waaaaay too early and I haven't been able to trigger it otherwise.
I have had very few conversations with Wyll, so while I can't be specific about which are missing I am getting a feeling that some are.