I just played through the first time and I got a bad end on Chapter 4, am I the only one? Is it because I didn't get close to anyone?
You didn't get close enough to anyone. I'd pick the LI you like best and focus on them; if you're still struggling, there's a walkthrough you can use. The game splits into 4 separate routes for each LI after CH4 so it's important to get close to one of them in order to progress.