"miss" and "have" lists are simply doing a quick lookup by setname. It's not reliable at all and not really used for auditing purposes. Actually I think they aren't used in the last 20 years

The only real thing to do is using a scan and looking at the scan results tree window.
Not merged sets is also pretty uncommon. People use split or full merged sets. Personally I think split a bit more intuitive since you actually see the clone sets as arvchives and not included as files in the parents.
"How to you scan using "Merged" Sets for ROMs that are actually missing clones/bootlegs?"
So...first of all, you need to be sure what you mean with "merged". Split and Merged are both merged types, the latter one is "full merged", i.e. only parent set archives exists and the clone sets are part of them. Split means that you got an archive for each set (no matter if parent or clone) but the clone sets only hold the clone files and not again the shared ones from the parent. Keeping them split is (as far as I know) the most common method.
So to achieve your goal, simply choose the "you prefer" mode and do a scan (with fix options). Everything which appears in the scan results tree window then needs fixing.