Following Wanted: question mark instead of bibtex key for missing citations (biblatex) the macro
\abx@missing@entry was introduced.
\abx@missing@entry is used to typeset missing entry keys, it defaults to
\abx@missing, which is used for all kinds of missing things (mainly bibstrings).
So if you only want to influence missing entry keys, go with
For most intents and purposes, this will give the same results as changing
\abx@missing and one may even want to make missing bibstrings and other similar issues pop with red colour as well...