Hi,
if you had an encoder on the stepper then yes the second DRO would record the actual position so you
could see the difference between commaned and actual positions.
The expense and complication of doing that would be better invested in fixing the fault that causes lost steps.
I use Vexta steppers and Vexta drivers, they are great, not hugely powerful but because they have low inductance and the voltage
of the driver is a whopping 150VDC they really sing. I have not lost a step in five years.
Craig