Here is a macro I have that will do this.
I'm kind of hesitant to post VBA code because I'm not much of a programmer so if you need to change this very much I may not be able to figure it out!
I ran the macro in your posted sample file and it took about 1 second to generate the list of 3373 missing check numbers.
Sub FindMissing()
Dim lngUpper As Long
Dim lngLower As Long
Dim i As Long
Dim rngData As Range
Dim lngcount As Long
Set rngData = Range("A2:A7649") 'change as needed
lngLower = 56708 'start of sequence
lngUpper = 67508 'end of sequence
lngcount = 1
For i = lngLower To lngUpper
If Not IsNumeric(Application.Match(i, _
rngData, 0)) Then
Range("D" & lngcount).Value = i 'sets output to column D
lngcount = lngcount + 1
End If
Next i
End Sub
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