Nothing big would change for doing bosses out of order. The only adverse effect that I can picture, is that you might get raided by later game enemies before defeating earlier game bosses. So in an extreme case maybe you haven't beaten Eikthyr but you are nonetheless being raided by fulings.

The only boss that hardcaps your potential is Moder as the tear she drops is essential for crafting with the next tier of materials. Every earlier boss drop can help you harvest or locate the next respective metal but their are other more tedious methods of retrieving those without the use of a boss drop. You will need to come back for any missed boss trophies when the game has an ending, but until circa 2050 you probably shouldn't be thinking about that.