Ashok
OK, I'm assuminng you know how to get all your data into a staging table, which we'll call SampleData. I'm not sure I understand the second and third rules, but you can do the first one something like this. I'm inserting into an error table rather than file for ease; if you need to, you can export it out to a file at the end.
INSERT INTO ErrorTable (ErrorDate, ColA, ColB, ColC, ColD, ColE)
SELECT
CURRENT_TIMESTAMP
,ColA
,ColB
,ColC
,ColD
,ColE
FROM
SampleData s
LEFT JOIN
TableA t ON s.ColA = t.ColA
WHERE
s.ColA IS NULL
John