You know how motion pictures work. Lots of individual picture frames, projected rapidly. The "missing link" is in the same place as the missing images between those in the movie film. They're gone.
But just like you don't need an infinite number of movie images to demonstrate that they record motion and reality, we don't need an infinite number of historical data to know that species have changed over time. We're adding new intermediate chunks of data every day, but we will never have every individual that ever lived, because they're gone.
It is a theory, just as you claim creationism is.
Read up on what a scientific "theory" is. You don't understand what it is.
You just crossed into "beliefs" with your "missing link theory"
- plewis1250