A month later ... Thank you!
I found the missing connections through "show element" with only nets checked in the find filter.
It turned out to be a couple of pull up resistors that should connect a power plane. That it was a power plane seems to prevent any ratsnests from being shown, even if I made sure that there was no No_Rat property.
Still funny that this does not show up in the dangling lines/unconnected pins reports.