Apart from the find command Kirk suggested, what I usually do when I want to do something similar to what you are trying to achieve here is use a custom sort.
In your case, I would create a custom sort, sorting on "{caption}" and then all the files without a caption would be the first ones on the contact sheet. It helps if you have {caption} as (one of the) label(s) showing on the contact sheet in this case as well.
Either method should allow you to quickly identify the ones needing your attention.
Cheers,
Hayo
