@matchaman There is a command line option for that:
-missing file
The file where information about ROMs that weren't scraped is added.
The script that runs the scraper from the setup menu is located at /home/pi/RetroPie-Setup/scriptmodules/supplementary/scraper.sh. It doesn't contain any -missing parameter, so I assume this option isn't used by it.
Nevertheless, adding the line params+=(-missing "/home/pi/missing.txt") right after line 76 (local params=()) should add a parameter that writes all missed roms into the file missing.txt in RetroPie's home directory.
I just tested this with my Atari 2600 collection and all roms with missing hashes were written into the missing.txt. Thanks for inspiring me to do this, I've been planning it for weeks. :)