Are there missing parts of the Bible? Are there canonical books that have been removed? A number of people answer "yes" to that question. In reality, the answer is no. Much of the books people argue should be included in the Bible are uninspired, such as the apocrypha, or are outright fakes, such as the Gospel of Thomas.
During their lives, the Apostles were not slack in spreading the Gospel. By word and by epistle, they planted churches and wrote a lot of letters to them. Some of those letters were encouraging. Some not so much. But only a few came directly from God.
In 2 Corinthians 7:8, we read about an example of a letter that did not come directly from God. This letter is referred to by the scriptures, but it is not found in the scriptures. From Paul's comments, we can see that this was very much intentional. Paul would never have regretted, even for a second, sending the word of God to the Corinthians. Even if his letter had failed to yield the desired results, that being causing the Corinthians to repent, Paul would not have regretted sending it.
But why did he regret it in the first place? It is possible that Paul, being fallible, occasionally made errors in his non-scriptural letters. In Galatians 2:11-21, we see Peter make quite the boo-boo, so perhaps Paul, too, occasionally made mistakes. It is also possible Paul flipped out. In anger, we say a lot of things we regret, including insults, and all sorts of colourful language. Perhaps Paul initially regretted his letter because he dropped the first century equivalent of the F bomb, and so he regretted sending it, but the reason he retracted that regret is at least it worked. It's even possible that there was nothing wrong with the letter, and that if it could be found today, we could quite happily use it for devotional purposes, but it would simply have been redundant.
Whatever the reason Paul regretted his letter, the fact remains that it is not scripture. As Christians, we need not worry that there are any books we don't have, nor do we need to panic about books that seem absurd that people insist belong in our Bible. All of that work had been done long before the close of the second century, and likely even while John the Apostle was still alive. We lack nothing, we need to remove nothing.