The first story involved a boat trying to sail down a river in a competition of some sort(?), and they hired a man who could fly to sail above them and warn of dangers.
The last book was about a man lured to a church by his ex, who has him captured and his limbs amputated as an offering to stop the planet's destruction.
At the end, the planet is destroyed. I can't remember any of the other stories. I read it years ago in a hostel, and now it is bugging me!
I think this is The Fall of Tartarus by Eric Brown. I found a review here that describes all the stories.
The planet Tartarus is due to be destroyed when its star goes supernova. The first story, Destiny on Tartarus, is about the boat race called the Charybdis challenge. The protagonist has come to Tartarus looking for his father who competed in the race and disappeared when the protagonist was a child.
The final story Dark Calvary is unmistakeable!
He came to his senses to find himself tied upright - to a cross? - with four points of numbness where his arms and legs had been. Beside him he could hear the Abbot, moaning in masochistic ecstasy. He considered what a gruesome trinity they must present upon the altar.
"Francesca," he whispered. "Oh, Francesca, the pain ..."
"The pain, Hans," she replied, "the pain is part of the sacrifice."
and as you say the story ends with the planet being destroyed by the supernova:
But before he could speak, before he could accede to Francesca’s final wish, the blastfront reached the surface of Tartarus Major with a scream like that of a million souls denied, and Cramer gave thanks that his suffering was at a blessed end.
