Spark filters out late rows which are later than watermark while applying operations which leverage window. While Spark exposes information regarding watermark to StreamingQueryListener, there's no information regarding rows being filtered out due to watermark. The information should help end users to adjust watermark while operating their query.
We could expose metric regarding number of rows later than watermark and being filtered out. It would be ideal to support side-output to consume late rows, but it doesn't look like easy so addressing this first.