So I was thinking can I complete O.W.L.S. without taking any damage(no Cutscenes)? does it possible? well I will try today :|

Sounds pretty imposoble

In the early game when running from Howl, there is a cutscene which looks like Ori gets damaged before grabbing the torch. However Ori's health doesn't get reduced, so I think it's fair to discount this as not getting damaged. Outside of this I don't think there is any forced damage. I would recommend to play on current patch since earlier patches have a glitchy hitbox in the Shriek chase where Ori can get damaged unrightfully while burrowing through the sand.