There was once planned a Horton-Florence connector. With the BMO Centre now being built its impossible now.
There was a plan for Wellington to be extended north at Alexandria, along Beverly and to connect directly with Colbourne over the Thames river.
Andover was planned to be extended south of Southdale and connect with Wharncliffe.
I made a map several years ago with all the road deficiencies of London, with current and cancelled plans. It's not up-to-date but relevant and good visual.
https://www.google.com/maps/d/embed?mid=1zW4PmWF_XMVqXzdV49rZ7vh4MKw&hl=en