Are there missing pieces in history that are a byproduct of Damnatio Memoriae? Pieces of history historians wish they knew

There aren't any of these, and to postulate that there might be is something of a misunderstanding of what damnatio memoriae entailed. The victim of damnatio was not erased from history. No attempt was made to systematically destroy the knowledge of the existence of a person's identity. The damnatio memoriae was more about tarnishing the name of an individual than erasing his existence, and generally it was done through defacing public works and it was usually pretty sloppy--nobody actually cared whether Domitian was remembered (and they kept writing about him like crazy), the point was that Domitian's memory was tarnished and would not be honored.

Damnatio memoriae was also a very conspicuously public punishment, and intentionally so. It was only inflicted on people of political prominence--while there might theoretically have been everyday jerkoffs targeted with the punishment the chances of that are pretty much nil. Damnatio memoriae required a reputation of pretty heinous crimes against the state, and it was not something that the emperor just woke up one day and decided to inflict on somebody--it was a long, drawn-out process. Moreover since it only targeted those of political importance, the kind of people who would have public works to erase in the first place, it couldn't reasonably do anything as a standard punishment. As such, in a very real way all victims of damnatio memoriae were important

A better explanation of the punishment can be found in the two comments here