Stick to main story or do all the side quests I can now?

Without spoiling too much, what is the best approach to playing RD2? As I'm playing more of my map is becoming red with Wanted Dead or Alive across it. I assume it only gets worse. Currently I'm on chapter 6 and I'm trying not to spoli it and look up how many chapters there are. Won't it make it hard to do side quests if I'm wanted all over the place. Also, (again, don't spoil it), Arthur seems very sick right now, so I'm not sure where his future lies either.

Thanks.