ANSWER: Your question is broad and much could be written on such books. Although this is only a brief answer to your inquiry about supposedly lost writings that should be in the Holy Scriptures, further research is suggested.
There are valid reasons why certain writings, though supported by some, are not inspired by God, and therefore are rightfully not included in our modern translations. Usually the reason for rejection is that such lost books or writings contradict the facts presented and accepted teachings confirmed by the already accepted scriptures.
For example, one lost writing or book called St. Thomas' gospel teaches things that are contrary to sound Biblical doctrines. It teaches that God had TWO distinct creations of man, one that was a bit flawed, and the other that was perfect. This "gospel" also promotes the idea that people can acquire the "image of God." Scholars and those who study God’s holy word view this spurious writing with skepticism. Only a small cultic following that thinks it portrays the 'real Jesus' and that it is more accurate than the accepted four gospels.
Many of the larger and more expensive translations contain a section of the so-called "Apocrypha." These are writings that some in the past thought should have been included in the canon but were excluded. Many of them will have their history in their introductory remarks. Books printed by Catholic-centered publishers are often the most comprehensive in this area.
Several reference works offer information regarding why certain writings were excluded from scripture, the discovery dates of the writings and so on. The title of two of them is "Lost Books of the Bible" by Solomon J. Schepps and William Hone and "The Forgotten Books of Eden," which is an anthology of ancient, apocryphal writings. The latter of these two volumes is especially comprehensive. Together, these works discuss the lost writings below that various people argue should become part of holy writ.
Several books claim to be 'The Gospel of' the Birth of Mary, the infancy of Jesus Christ, Nicodemus (Acts of Pilate) and Peter's lost gospel. Additionally, there are writing that claim to be the 'Epistle of' Jesus Christ and Abgarus King of Edessa, Paul the Apostle to the Laodiceans, Paul the Apostle to Seneca, Barnabas, Polycarp to the Philippians, and Clement. There also exists epistles purported written by Ignatius to the Ephesians, and epistles written for the Magnesians, Romans, Smyrneans, Trallians and Philadelphians.
Several lost letters also claim inspiration such as one from Herod to Pilate the Governor and another from Pilate to Herod. Still other writings thought by some to be inspired include those purported from Adam, the Odes, and the Psalms of Solomon, the testaments of the 12 Patriarchs, and the secrets of Enoch.
A search of the Internet or in your local public library may well show these volumes on hand or available as well as quite a few others that will help you find the answers to your questions. After some forty years of researching the subject and reading most of the lost books of the Bible and the apocryphal writings, I have never found one that an in-depth reading will not be self-explanatory as to its exclusion from the canon. Thank you for your question.