For Slams Nadal started playing in 2003 at Wimbledon. Until last year Federer had played in all slams that Nadal had.
From 2003 Wimbledon to now there have been 55 slams. Federer has skipped 2, playing 53. Nadal skipped 8, playing 47. None of the skipped slams were common.
Federer 8, Nadal 2
Federer won 18 (three of these Nadal skipped and already counted above), Nadal won 14 so Federer an additional 15, Nadal 14.
Total so far
Federer 23, Nadal 16 (ie 39 of the 55 slams)
So there are 16 slams where both showed up but neither won. Who kept the date or progressed further?
Federer was in 4 finals he lost that were not against Nadal since those are already counted for Nadal wins. So he obviously kept the date here but Nadal didn't. Nadal too was in 4 finals he lost that were not against Federer so he obvously kept the date here but Federer didn't. So four to each.
Total so far
Federer 27, Nadal 20
with 8 slams to go where neither was absent, or won, or was in the final.
2003 USO Federer 4R, Nadal 2R Federer
2005 AO Federer SF, Nadal 4R Federer
2008 AO Federer SF, Nadal SF Even
2011 AO Federer SF, Nadal QF Federer
2013 W Federer 2R, Nadal 1R Federer
2015 AO Federer 3R, Nadal QF Nadal
2015 FO Federer QF, Nadal QF Even
2016 AO Federer SF, Nadal 1R Federer
Federer 5, Nadal 1
Total
Fedrer 32, Nadal 21
If one does not want to count skipped (by either) slams
Federer 24, Nadal 19
If the 8 slams where both were present but neither won or made the final are also taken out:
Federer 19, Nadal 18