Upon playing Outlast 2, you'll notice that the game has a chapter select feature. Despite progressing several hours into the game, you'll likely only be on the first chapter without knowing how much longer their is to go.
Outlast 2 has six chapters, each named for a particular book in the bible. This starts with Genesis, and continues with Job, Lamentations, Judges, Leviticus and finally with Revelations.
You can go back to each of these chapters during or after your playthrough, and you can even start a new save game starting from those chapters. This will help you grab more collectibles that may have missed.