I completely finished the main story but Tsu, Ochako and Midnight all have a H scene locked.Did I miss something?
Yes, all those 3 scenes can be missed. The Tsuyu and Ochaco ones are unlocked by bringing them into the cave lab with you during Mei's quest. After beating the tentacle boss there, they will tell you to come see them somewhere inside the lab (Ochaco in Lab-02, Tsuyu in Lab-03). If you go straight out of the cave without meeting them, then those scenes are missed.
The Midnight one is missed because you 'failed' the mall rescue by taking on too many fights on the way, thus arriving late, and Midnight was rescued by other Heroes. The easiest way NOT to fail this section is by having Jiro join you (completing her route prior to receiving Tsuyu's text), AND send Mei to look for Midnight when given the choice.
If you don't have one or the other, or both, then pay attention to the dialogues. Your teammate will tell you if you're making a mistake when arranging your team. Or at least will hint at the correct arrangement.
Now that those scenes are missed though, the only way to unlock them is to load a save prior to them happening, or starting a new game.