This is a list of Indo-Aryan lexical items whch can be traced to Indo-European yet have no preserved Sanskrit intermediaries.
Certain
*ārtá: MIA āṭā ‘flour’, Hindi āṭā, Punjabi āṭṭā, Romani (j)aro … (Turner: 1338)
PIIr. *HārHtás ’that which is ground’, vriddhi-form of *Hr̥H-tás ‘ground’ < PIE *h₂elh₁- ’to grind’; cf. MIA āṭā, Persian ārd ‘flour’, Avestan aṣ̌a ‘ground’, Old Armenian ałam ’to grind’.
Doesn’t seem that the r in the cluster has been preserved in any NIA language (Romani (j)aro has the usual t → r / V_V change), but lack of MIA dental attā ~ ātā supports the presence of r which causes retroflexion.
*targá: Hindi tagṛā ‘robust; strong’, Bhadrawahi ṭ͡ḷagṛo, Gujarati trāgũ, Lahnda trakṛā (Turner: 5718)
*targá ‘strong’ + pleonastic -ḍ- < PIE *tergʷ-ós; cf. Ancient Greek tarbéō ’to be afraid’, Sanskrit tárjati ’to threaten’. All the non-Hindi cognates point to *tragá however, which may be due to metathesis.
*bʰrūrá: Hindi bʰūrā ‘_brown’, Gujarati _bʰūrũ ‘brown, white’, Kashmiri bura ‘coarse white sugar’, Shina buro ‘whitish’ (Turner: 9690)
PIE *bʰruH-ró-s from the root *bʰerH- ‘brown’; cf. Sanskrit bábʰru (from diff. derivation), Persian būr. Well-documented in IA.
*vari ‘speech; language’: Kalasha var, Indus Kohistani vārī̀ (Turner: 11327, Zoller: 98)
PIE *werh₁-ís? from the root *werh₁- ’to speak; say’; cf. Nuristani, Ashkun wērī, Kati werí, Prasun werī. Zoller also mentions the language name Khowar.
Possible
*stóra ‘pack animal’: Kumaoni tʰoro “young buffalo bull”, Nepali tʰore “full-grown buffalo heifer” (Turner: 13780)
PIE *(s)táwros, related to Proto-Semitic *ṯawr- (Wanderwort). Cognates attested in Iranic (Av. staora), Hellenic, Italic, Balto-Slavic, Germanic, and Albanian.
References
Turner, Ralph Lilley (1962—1966). A comparative dictionary of Indo-Aryan languages. London: Oxford University Press. https://dsalsrv04.uchicago.edu/dictionaries/soas/
Zoller, Claus Peter (2016). Outer and Inner Indo-Aryan, and northern India as an ancient linguistic area, Acta Orientalia 77, pp. 71—132.