Include conference papers with/without proceedings in CV
On my CV, I have a section called Conference Papers, where I highlight the papers for which I gave the talk by underlining my name in the list of authors. You can definitely list these papers, as you contributed to them. Drawing positive attention to the papers you did present probably gives a better impression than highlighting papers you did not present.

Another way to list the conference papers once they have appeared in a journal (or are accepted), is to simply add a note to the journal publication with the conference information.

The customs for conferences with and without proceedings vary. Some researchers separate these into different categories, while others do not make this distinction. Essentially, it's up to you. Researchers who are familiar with your field will know the relative merits of these venues regardless.

Disclaimer: I'm in theoretical computer science, where conference papers count as publications. Fields that place less value on conferences might have other customs.