Rest easy. There is really no "Lucy" footage missing from this set. What is missing from the "Lucy And The Dummy" episode is a 3 minute preview of the film musical "Guys And Dolls" that was inserted into the original airing of the episode during the theatre sequence. This was done to promote the movie, featuring Frank Sinatra. Essentially all that is missing is a 3 minute long commercial. Gregg Oppenheimer wanted the note on the box after the mishaps with season 4.
Last I heard, Greg Oppenheimer was going through original film of Season 4 frame by frame and giving it to Paramount...but he is also trying to get footage together for Season 6, so it may take a while.