Martin, I am fairly certain that the Coscuin series was finished, but that the third and fourth novels were never published due to lack of interest. At one point I actually had a very brief email exchange with the man who owns the rights to those books (I can't remember his name) and he said he wanted to publish them, but wasn't sure when he might have the opportunity. (As a side note, dating Lafferty's work is extremely difficult, since when something was published doesn't necessarily have much to do with when it was actually written.)
As for the In a Green Tree autobiographical series, I am less sure. I think the first four books were completed, but not the fifth, which was probably sidelined when he had his stroke.
I ended up getting My Heart Leaps Up and the first chapters of Grasshoppers & Wild Honey from Chris Drumm, the publisher, a couple of years ago. I strongly recommend ordering copies from him, since they are only a few dollars each (or were at the time). The copies selling at Amazon are ridiculously overpriced.
Here's his website:
As for "missing" Lafferty works, I once tried to put together a list--the post is further down on the board. Lord only knows how complete it is.