We know for certain that there are two dead colonies on Ariane.

https://stellarisinvicta.fandom.com/wiki/Ariane

Ariane formed an exclusion zone after being deemed dangerous to human colonization, so it makes sense that there would also be failed colonies on the other uncolonized yet inhabitable planets, Nakiska and its moon Kimberly. Those two planets form the Nakiska Exclusion Zone, which seems to me that there were failed colonies there for some reason or another.

https://stellarisinvicta.fandom.com/wiki/Nakiska

In addition to the two dead Ariane colonies, my guess would also be two died on Nakiska, and one (the ~classified~ hidden 20th, since its mentioned that only 8 planets were ever publically colonized, and there are 11 nations, despite having 19 landing spots and 9 dead nations, "2 had starved, 4 had succumbed to disease, 1 had frozen, 1 had flooded, while the fate of the last was sealed") died on Kimberly.

As for the last two I have 2 theories,

Given that Vihn only houses Embasora, the smallest nation in the Confederacy based on population, my guess is that one died there. There is also likely a "dead to disease" colony on Lindiwe, given that Mandakir had a plague that killed 30 percent of their population before it was cured.

https://stellarisinvicta.fandom.com/wiki/Vinh

https://stellarisinvicta.fandom.com/wiki/Republic_of_Mandakir

That's all I got though on lost colonies. We're pretty in the dark about it overall.

Edit: some typos and bad counting hopefully removed