I have a long list of autoimmune-associated SNPs, and I want to boil it down so that I get one SNP representing each LD block. I chose to use PLINK's --clump option for this. I'm roughly following this tutorial (but analyzing my own data).

I don't have the full data from the original GWAS's, so I am using 1000 Genomes data as the reference for LD estimation. But, the 1000 Genomes data don't have all the SNPs I need. I end up a few hundred warnings:

Warning: 'rs12345678' is missing from the main dataset, and is a top variant.

How does PLINK handle this situation? More importantly, how should I handle this situation? I don't want to omit those SNPs, but I also don't want to take them all, for the same reason that I am doing this in the first place.