Almost every tool in Fusion has a Blend-Slider in the CommonControls Tab,
ranging from 0 to 1.
That slider controls the overall 'strength' of that tool.
In terms of the Saver basically all values *between* 0 and 1 are disregarded,
but(!) a value of 0 means 'do not write out any image'.
So the task is to somehow 'automate' that slider to fall down to 0
when there is a missing frame in the Loader.
So you set the Loader's missing frames option to 'Output Color'
and select -1/-1/-1 as the color.
(As this color is rather rare, at least in 'regular' footage...

)
The Loader should be in FloatingPoint mode (Import Tab) or a ChangeDepth should be used
directly behind the Loader to set it to FloatingPoint.
(INT will truncate RBG values lower than 0, and the trick would not work)
You RMB on the blend-slider in the Saver and select Modify With -> Probe.
The Probe shows up in the Modifier Tab.
Drag the Loader (or ChangeDepth) into the "Image To Probe" field of the Probe.
In the value Tab of the Probe set the Scale to -1 / -0.9.
That means that the Probe will output 0 for RGB-Values of -1
and 1 for anything above -0.9
There you go.
When the Loader encounters a missing frame,
it will output (-1/-1/-1),
the Probe will output 0
and the Saver's Blend will be set to 0 accordingly,
hence no frame will be written to disk...
