There are some bugs that can cause quests to be absent longer than they should be (Sami has fixed a number of bugs in the next release). The only quest type I think should be a major hurdle is the robber quest, as it's dangerous, you need a lot of resources to hire companions (and those are a danger to you and each other if equipped with missile weapons), and companions frequently just ignore orders to help other companions engaged in a desperate fight (some of these issues are addressed in the next release), and eventually you run out of potential companions because of the robber fight attrition (robbers can also be tackled using extreme tactics using only the PC).
Apart from that, the "wounded adventurer" quest can be lethal if the animal remains and attacks, although a more sensible player than me would withdraw and return later (but well within the quest time window) if the animal is still around.
Which other quests are too hard to finish in time (all the "search a large area for X quests are tedious and could do with a smaller area, but that's not a matter of difficulty)?
It's also a matter of looking for quests with a decent regularity in more than a single location (and I've never had anyone coming to my character to offer a quest...).