You can try below,
1. Check 'DCOLLECT RECORD LAYOUT" manual and You will find a flag that tells if the dataset is cataloged into an ICF. Report it.
2. Generated migrate dataset list using DCOLLECT MCDS record.
3. Compare datasets list got from step 1 and 2 using SORT + JOINKEYS to determine the files that are no longer cataloged in your user cats that are still in HSM