I would use a two step process, I've explained it as much as I could so you can modify the formulae if needed:
1. Use a Vlookup to identify the names that are in Sheet 1 Column A but NOT in Sheet2 column B.
In my example I did this using this formula in Sheet 1 Column B:
=IFERROR(ARRAYFORMULA( IF(A1:A="","",VLOOKUP(A1:A,Sheet2!$B$1:$B,1,false))),"not found")
This formula simply compares Column A(Sheet 1) with Column B(Sheet 2) and marks the ones that are not there with "not found".
Here's an Image to help you out
2. Use a filter to output all the names from Sheet 1 column A that are NOT in Sheet 2 column B. This is now possible since you previously identified them through our first formula.
=FILTER(A1:A,B1:B="not found")
This will output all candidates in column B(Sheet 1) that were marked as "not found". I placed this in Column C(Sheet 1). Basically this column will output what you want.
Here's another image to help you out with Step 2.
You can keep adding names in Column A(Sheet 1) and comparing them with names in Column B(Sheet 2) and it will always show them in Column C(Sheet 1) since I included an arrayformula in Step 1.
Hope this helps!
=FILTER
withCOUNTIF
? – tehhowch