you lose all the embers and all the key except the master one,you also lose the repair and upgrade boxes,you keep items,equipment,souls,levels and i think humanities too tough i'm not sure about them,if you kindle a bonfire,the upgrade carry over new game+ but you will lose the rite of kindling upon starting new game+ so if you want to upgrade a particular bonfire pre-tomb of giants,do it now
i don't think i'm missing anything