SQL Server 2019

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select *
into t
from (values (1),
             (2),
             (3),
             (4),
             (6),
             (8),
             (11),
             (14)
      ) v(col)
8 rows affected

select (col + 1) as first_missing, (next_col - 1) as last_missing
from (select t.*, lead(col) over (order by col) as next_col
      from t
     ) t
where next_col <> col + 1;


first_missing
last_missing


5
5

7
7

9
10

12
13


with cte as (
      select t.col, lead(col) over (order by col) as next_col, 1 as lev
      from t
      union all
      select cte.col + 1, next_col, lev + 1
      from cte
      where col + 1 < next_col
     )
select cte.col
from cte
where lev > 1
order by cte.col


col


5

7

9

10

12

13