--

CREATE TABLE Dts
(
	 [Month] INT
	,[Date] INT
)
GO

INSERT INTO Dts VALUES
(201806,1),
(201806,2),
(201806,5),
(201806,6),
(201806,8),
(201807,1),
(201807,4),
(201807,6),
(201809,1),
(201809,2)
GO

SELECT * FROM Dts
GO

--

--

;WITH SingleDigits(Number) AS
(
    SELECT Number
    FROM (VALUES (1), (2), (3), (4), (5), (6), (7), (8),
    (9), (0)) AS X(Number)
)
,Series AS
(
    SELECT (d1.Number+1) + (10*d2.Number) Number
    from
    SingleDigits as d1,
    SingleDigits as d2
),
CTE1 AS 
( 
	SELECT [Month] , MIN([Date]) MinDt, MAX([Date]) Maxdt 
	FROM Dts 
	GROUP BY [Month]
)
SELECT c.Month [Month], s.Number MissingDates FROM CTE1 c
INNER JOIN Series s on number >= MinDt AND number <= Maxdt
LEFT JOIN Dts dt on s.Number = dt.[date] AND c.[month] = dt.[month]
WHERE dt.[date] IS NULL

--

--

Month       MissingDates
----------- ------------
201806      3
201806      4
201806      7
201807      2
201807      3
201807      5

(6 rows affected)

--