Hi James,
The Keyword Performance Report can only give statistics on keywords that actually have statistics to show.
If you want information on what keywords are set up for a
Campaign or
AdGroup, you need to look at the relevant Criterion service (linked).
I'm not sure what you mean about "keywords you don't yet want to add to a campaign". Do you mean general performance of said keywords, not associated with your account? If so, I don't believe such an option exists.
Thanks,
Mike, AdWords API Advisor