Yes. Or if you're going to whip out Python, might as well make it all in Python.
import sys, pathlib
basedir = pathlib.Path(sys.argv[1])
for i in range(1, 501):
if not (basedir / f'{i:04}_A.csv').is_file():
print(i) for k in $(seq -f %04.f 1 501); do
f="${k}_A.csv"
! [[ -f "$f" ]] && echo $f || :
done
or more succinctly, for k in {0001..0501}_A.csv; do
! [[ -f "$f" ]] && echo $f || :
done
and if you have GNU parallel installed: parallel -kj1 '! [[ -f "{}" ]] && echo {} || :' ::: {0001..0501}_A.csv