Store Values in array

Hello
I have numbers in column A (A1:A9)
The following code extract the missing numbers and put the values in Column D

I want to change the code so as to store the values (missing numbers) in array and finally use Msgbox to list all the values once in a message

Sub MissingNumbers()
    Dim sh As Worksheet: Set sh = Sheet1
    Dim Lr As Long: Lr = sh.Cells(sh.Rows.Count, 1).End(xlUp).Row - 1
    Dim i As Integer, r As Integer, x As Integer, xx As Integer
    
        
        For i = 2 To Lr
            x = Val(sh.Range("A" & i + 1)) - Val(sh.Range("A" & i))
            Select Case x
                Case Is > 1
                For xx = 2 To x
                                r = r + 1
                    sh.Range("D" & r).Value = Val(sh.Range("A" & i)) + xx - 1
                Next
            End Select
        Next
End Sub

Here's an attachment