The checkShardingIndex command returns the following error message if any of the documents in the target collection do not contain the shard key fields:

"code": 96,
"codeName": "OperationFailed",
"errmsg": "found missing value in key { : null, : null }"

This error message should be optimized for user-education and next steps. For example it should probably say "Documents missing shard key fields - ensure all documents are updated to include all fields" or similar.