Many Vanguards have models that have been put on direct sale or just plain removed from sale after the vanguard was released (probably to reduce in store SKUs as you can still get them via the vanguard box so no need to have another box in the shelf for heroes which you probably only want one of)
Direct only:
Arkanaut Admiral, Slaughterpriest, Loonboss, Chaos Lord, Ogor Tyrant, Scinari Cathallar
Not for sale outside of Vanguard:
Mortisan Soulreaper, Great Bray Shaman, Branchwych, Magister on Disc of Tzeentch, Melusai Ironscale, Knight of Shrouds, Grey Seer, Isharann Soulscryer, Battlesmith