Interesting that you ask!
Of course I asked him if he had seen any sign of a missile and he was quite certain he had not. He told me that the only time the FBI talked to him, at least by that time which was around December 1997, was a day or two after TWA800 went down. They also asked him about a missile and he told them what he told me. He thought that was why they never bothered with him again.
But I convinced him that there was a good reason why he probably didn't see a missile. Airplanes have virtually no downward forward visibility. Since he was close to, and nearly level with TWA800, the missile(s) would have been coming from underneath him and probably only in his field of vision for milliseconds. So none probably would have registered with him. He obviously thought enough of this suggestion that when he subsequently testified before the NTSB, he told them he wasn't really in a position to see a missile if one were there.
[BTW, I got to speak to him when I did because I was puzzled by the appearance of an airline crew where I was regularly staying while on business near Trenton, NJ. It didn't occur to me that Trenton had commercial traffic so I thought some weird occurrence forced them there from Philly or Newark. One of the crew told me they were from Eastwind Airlines, and it didn't take me long to ask whomever I was speaking with if he knew David McClaine. My acquaintance told me he was their captain and at the hotel. He offered to introduce me at breakfast the next morning, which he did.]
ML/NJ
But I assume there was several miles of separation between the two and he might have been able to see a missile rising to meet the plane. The fact that he didn't is evidence supporting the conclusion that it wasn't a missile that brought the airplane down but instead a terrorist bomb of some sort.