I don't think there's a single, comprehensive list. I also think the word "missing" is not the best word to describe yet to be implemented parts of the game.
I -think- crafting is the only concept that's referenced in the game but isn't part of the game. In that narrow sense, it's missing from the game (it's mentioned, but not in it). There's only a few places where the game references crafting, namely for troll skin and dragon scales.
The other stuff isn't mentioned as being actual content in the game and thus "missing." It's just not in the game.
For clarity, Previously, David the Developer stated awhile ago the game is finished, with future updates to be less likely. He recently announced updates are in the early stage. You can read the News and Announcements section for those statements.
I'm also leery about having a single list of alleged "missing" aspects because it's too broad of a term. Only David knows what is actually planned for the game, and what is just background information added to the game.
But with the above, here's a partial list of things mentioned in the game that aren't in the yet at this time. Wether or not they just world building, or areas for possible future content is only known to David and his pet Swamp Donkey.
Things that have in-game reference of some-type.
1) Crafting. Mentioned in-game as a possible update to the game. Not in game.
2) Cities on the map, but not in the game. Check
world map for those. Not all the Cities on the map need to be in the game but a few places have in-game red font statements when you try to access them. (This is a catch-all group that covers Freeport, Orc Kingdom, etc).
3) The third elemental dungeon in Tremendan's Tower. (Or fourth?). The map has a door for it, caved-in currently.
4) The second floor of
Lannegar Mine.
5) Using the elemental orbs from Tremendan's Tower to power up a weapon or skill. Trix's references the orb's having that purpose, but not in game.
6)
Elisse Urhad She's been seeking help since an early version of the game, but ultimately got reduced to being a background person.
7) Meeting / Getting Quests from the head of the Thieves Guild. It's mentioned at time of joining the guild. Not in game.
8) Knighthood.
9) The Lady of the Knight story arc (includes Icemyst drama).
10) Meeting
Leafstrike in New Garand.
11) Meeting
Princess Elleira back on her island throne.
Not reference in-game, but a player might assume they're in the game.
12) A player house in Freetown (nothing in the game says it's an option, but the other capitals have one).
Misc.
13) Helping
Zilda with her revolution. Not really missing, because the quest ends but there is room for a future tie-in with anything dealing with the Corsair islands.
Again, I think "missing" is a misleading word choice so take the above list with a grain of salt.