I found once you have finished the game, you can still get all of the covenants. Thought one of them was before the third boss only but I was wrong
The Moundmakers? Presumably you mean by following Sirris' quest, although you have to be careful not to join Rosaria's covenant.
The thing I've found is Yoel dying early means Yuria doesn't show up with her book, so my run was messed up. I wish we could leave Yoel be until you can free Karla, it would make things easier to keep track of.