Jared Westover goes searching for where those missing indexes got off to:
In the past, while using the missing index Dynamic Management Views (DMVs), something always seemed to be missing from the results. It was hard to put my finger on it then, but looking back, it now seems obvious. Why can’t we see the queries prompting SQL Server to give suggestions? Did you know Microsoft added a DMV with the query text? Since discovering this gem, we no longer need to search through Plan Cache or Query Store.
Click through for the article, but do especially read the list of limitations Jared links to in the summary section before going off and creating a bunch of indexes.