If you are using python in your pipeline, might as well go all in!

  from pathlib import Path


  all_possible_filenames = {f'{i:04}A.csv' for i in range(1,10)}

  cur_dir_filenames = {Path('.').iterdir()}

  missing_filenames = all_possible_filenames - cur_dir_filenames

  print(*missing_filenames, sep='\n')