How can i see where i have the colored Orbs?

[2 Girls 1 Kaze]

I'm missing 1 Blue shard and only 1 Purple to get all maxed out,
and i don't remember in which misssions the items are missing.

Is there a way to check which missions have the orbs collected?

[Æɴɪsᴏ]

Unfortunately I don't think so, same thing happened to me when I was collecting the orbs, luckily the one I missed was that hidden one in the building on m2.

[Jetstream Sam]

Like Luna said, there is no proper way to check.
First I'd recommend just checking if you have completed all the Secret Missions. If you have, at least you don't have to worry about that. If you have found an orb in a secific mission, it will be replaced as a normal red orb.

On top of my head, there are 4 orbs that are somewhat easy to miss. 2 of them are in Mission 14 as V, one being in a high pillar to the right when facing the the 3 boss gates.
The other one being later on in the same mission where you have to drop down to the right infront of the blocked path you need to open.
Another is in Mission 16 as Dante, where you have to follow a semi-specific path down the tunnels. The orb should be directly ahead somewhere before you jump down the next path.
One is in mission 18 as Dante, where you have to kill the 3 Red Empusa before you fight both Shadow and Griffon. Kill all 3 before they burrow and there you go.