Complete a sequence using its distances Given \$A = (a_1,\dots,a_k)\ k\ge2 \$ a sequence of positive integers, in which all elements are different.
Starting from \$i=2\$, while \$a_i\in A:\$ (until the last element)

If \$d=|a_i-a_{i-1}|\$ is not already in \$A\$, append \$d\$ to \$A\$
Increase \$i\$

Output the completed sequence.
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Example
In:  16 21 11 2

     16 21 11 2 5
      --^
     16 21 11 2 5 10
         --^
     16 21 11 2 5 10 9
            --^
     16 21 11 2 5 10 9 3
              --^
     16 21 11 2 5 10 9 3
                --^
     16 21 11 2 5 10 9 3 1
                   --^
     16 21 11 2 5 10 9 3 1 6
                     --^
     16 21 11 2 5 10 9 3 1 6
                       --^
     16 21 11 2 5 10 9 3 1 6
                         --^
Out: 16 21 11 2 5 10 9 3 1 6
05AB1E, 6 5 bytes

Δ¥Ä«Ù


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Δ         until the output doesn't change:
 ¥Ä           absolute differences
   «          concatenate to the original input
    Ù         only keep unique values