Is it possible to fail/lose side quests while advancing the main quest? Is it possible to lose any type of content/event if I just advance the main quest?
Not really, until very, very late in the main quest, when you will be given a warning before proceeding that some quests will no longer be possible beyond that point if you choose to continue the main quest. It is possible to lose romance options, depending on responses you choose.
Even after I finish the main quest will I be able to explore the world and/or do side quests?
No.
Is there an official documentation on Enderal regarding skills and how skill points affect them?
No, this has been the subject of a great many questions on this forum.
Let's say I want to focus on three combat skills and two workmanship skills. Will I be able to max them?
Maybe, depends on how much you level up exploring and doing quests. Generally speaking, you need learning/crafting points AND skill books to increase the skills, so it depends how many points you earn leveling up and how many skill books you find/buy. Also some armor, weapons, etc. will give you temporary increases while wearing them. It also depends how much you spread them around. For example, my first character was at Level 83. I had 2 skills at level 100, 1 at 85, and one (light armor) at 96 (51 base + 45 bonus for what I was wearing). I also had 249 unused skill/crafting points as I just didn't need to level up anything else for how I was playing.