Hi,
You can add a single empty sequence (all NNN) for each missing species
in loci missing even one individual. This will be fine as long as for
each species, there are some loci containing more than 1 individuals
for that species. *BEAST will work even if some species are missing
even that, but then it is impossible to estimate the population size
for those extant species, and the estimation of their divergence times
may suffer.
-Joseph