Sorry, but no species "should have" left fossils, transitional or otherwise.
All fossils require very unusual conditions and estimates are that fewer than 1% of species left any fossils.
Those fossils we do have are heavily weighted towards marine species with shell bodies.
All told, billions of individual fossils have been collected world-wide representing circa 250,000 species alive over the past ~500 million years.
Do the math -- that's about one fossil species of some type preserved somewhere in the world every 2,000 years, that's been found.
So, 250,000 sounds like a lot of species, and it is, but for every species found so far, somewhere between a hundred and a thousand species either left no fossils or they haven't been found, yet.
As for "transitional" species, this site lists not species, but genera, a total of 178 in 25 categories, including insects & mammals.
Of course people who deny evolution also deny, by definition, "transitional fossils".
But the fossil records show some remarkable sequences whose only natural explanation is: transitional forms.
Do the math?
You're kidding, right.
The number of morphological changes required between species , never mind phenotype's, is mind blowing. Yeah, all random and somehow beneficial for the sake of it's survival. Like it knows what it needs to survive. Every so-called "transitional fossil" inserted creates the need for two more "Transitional fossils". Do the math. And FWIW, virtually all "Random Mutations" lead to death or the inability to reproduce. DO the MATH.
That debate is why my post stated “...that could/should have left transitional fossil records” to make my point irrespective of it.