A sequence of sums of integers that aren't in the sequence
Jelly, 13 12 9 bytes

rSạo4¥ð@¡


Uses 0-based indexing.

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How it works

rSạo4¥ð@¡  Main link. No arguments. Implicit argument: 0

      ð    Collect everything to the left into a chain and start a new, dyadic one.
           The arity of the first chain is unknown at this point, as it isn't
           prefixed by ø, µ, or ð.
       @   Swap the arguments of the first chain. Swapping  arguments is only
           implemented for dyadic links, so this makes the chain dyadic.
        ¡  Read an integer n from STDIN and execute the chain n times. Taking the
           argument swap into account, the chain is executed first with 0 as left
           and right argument, then with the previous right argument as left
           argument and the previous return value as right argument.
           The return value of the last call is the return value of the quicklink
           and becomes the implicit output.

           Let's call the left argument x and the right argument y.
r            Range; yield [x, ..., y].
 S           Compute the sum of all integers in the range.
     ¥       Convert the two atoms to the left into a dyadic chain, and call that
             chain with arguments x and y.
   o4          Take the logical OR of x and 4, replacing a 0 with 4 and leaving
               positive integers untouched.
  ạ          Take the absolute difference of the sum to the left and the result of
             the logical OR to the right.