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no warning with NULL component in data.frame

Yes, but did you not want c(DF, recursive=T)?
Yes, it's a feature.  People from Unix backgrounds appreciate getting
sensible answers rather than warnings.  You asked for something that
did not exist, and you got the empty set back.  Makes sense!  It's
up to you to check for it.  After all, if in C you try to open a
non-existent file, you don't get a warning, just a NULL result.
They _are_ full-status objects.