Alert when Datasources are not present on a device

Sounds doable with a custom DataSource, even sounds like a modification of the Minimal Monitoring check. My first thought would be to take the AppliesTo from your dynamic groups and put that in to the AppliesTo for a custom DataSource. You can then make that DataSource ALWAYS cause an alert. So if a resource matches the AppliesTo it will cause an alert. If the problem is fixed, then the alert goes away.

P.S. Have you look at minimal monitoring itself? It's kinda designed to help cover your concern by checking for resources missing a classification.