You can use the (optional) 4th parameter of series' AddXY method to specify the individual color of the new data point, overriding the color of the series.
There is no "official" way to change the style of the data point. But you could put all the "missing data" into a separate series where you are free to use a different pointer style. If the missing points are contained also in the other series you must draw the "missing data" series at the top, give it a ZPosition larger than that of the normal series to achieve this effect.