Some of these frustrations and workarounds are also discussed in this thread, if you haven’t already encountered it:
One thing I’ve done recently is to create a bookmark on Roon, of my Tidal-based Roon favourites. This acts as a purchasing list (albeit a long and expensive one!). When I buy one of these albums, from Roon I un-favourite the Tidal version (but keep it in my Library for remote access). I then favourite the local copy, which ensures that the purchasing list keeps current. Not sure if this approach might be of help to anyone else. Of course, it doesn’t identify ‘vanished’ favourites, for the reasons documented.