The Japanese Wikipedia has lists of unreleased games. I've taken their lists and filtered out the games we know exist, and this is what we're left with: https://segaretro.org/Sega_Retro:Todo/Unreleased (scroll down) or if your mouse if broken: No I haven't fully translated it, because I'm lazy. Some of these games definitely existed, and will get pages at some point. Others need more research, and because it's Wikipedia, I expect a good number to be flat out wrong. If anyone finds any details in any of the many magazine scans we host, that would be super helpful.