Originally Posted by RedEye420
Well I tested it....and even after Zeus had drained all my power...it still said I had collected all the Feathers (this is in bonus play) when I checked the items screen and I had the full bar upgrades even though I had no trophy (I collected 17 PF's first play). I saw that walkthrough as well and even posted the quote in my "quick question" thread about this topic but quickly deleted it when I found out that it didn't seem to work.
Now I didn't actually venture to the location of the first PF and check to see if it was there because I just didn't have the patience. Someone has said that you can collect Chests in the Bonus Play but it certainly appears that you cannot collect feathers.
I know you can get Urns of Power in Bonus Play, but I'm not sure about Eyes/Feathers. I'm assuming it also keeps track of which chests you opened for Eyes/Feathers, so if you opened the first feather chest in Playthrough 1, I'm guessing it won't show up in Bonus Play if you're missing 1 or 2.
As for the 3 Uber Chests, I'm guessing they have to be done in a single playthrough. I'm not sure about Bonus Play either.
Updated the OP to remove 2 Missable Trophies. The other Trophies I mentioned are still listed as Missable, including Hitting Your Stride because it IS POSSIBLE to miss it (yet 99.999999% unlikely).