Well, it doesn’t seem there is any new feature; this is the reply I received from support when asking about this:
Currently, DxO PhotoLab does not offer a built-in feature to automatically purge or remove references to missing files (thumbnails with question marks) from its database when images are deleted or moved outside the application. As you have noticed, the “Remove from Disk” option is only available when the original file is still accessible.
If you want to clear all references to missing files, the only way at this time is to reset the DxO PhotoLab database. Please note that this will also remove all your project organization, history, and custom settings stored in the database (but not the .dop sidecar files or your original images)