The answer seems to be Cyprus, Ireland,
Malta, Portugal and Slovenia. Portugal, followed by Ireland and Slovenia are by far the largests of these countries.
As far as Ireland goes, there has certainly been commentary why no ID-like part has emerged over there. (Some point to Sinn Fein as occupying some of that space in terms of nationalism but with different enough characteristics otherwise, i.e. social orientation.) Methinks that an Eurosceptic platform (typical of ID and also some ECR parties) is bound to do poorly in Ireland as long the transparency of the Irish border is tied to more EU integration.
There's also commentary why Portugal's populist right-wing (PNR, Chega) does poorly; it seems related to the lack of recent immigration from the Middle East and lack of Islamist attacks. This seems to also correlate with low levels of Euroscepticism. What Euroscepticism exists in Portugal appears to have been captured by the (far) left parties: the PCP and the BE.
For the smaller countries, I suppose there might have been a "crowding out" effect too as their number of allocated MEPs was small to begin with so less centrist/mainstream parties would have a harder time getting seats in such circumstances. I don't know enough about the politics of the smaller countries to comment further, but none of these sent any "non-inscrits" either.
Below is a list of EU countries next to which I marked whether they have parties in ECR and/or ID EP groups (which is a bit broader than beloning to the same-named EP party--observer status and so forth):
Austria (ID: FPÖ), Belgium (ID: Vlaams Belang; ECR: Nieuw-Vlaamse Alliantie), Bulgaria (ECR: IMRO), Croatia (ECR: HKS), Republic of Cyprus (??), Czech Republic (ECR: ODS), Denmark (ID: Dansk Folkeparti), Estonia (ID: EKRE), Finland (ID: Finns Party), France (ID: Nantiona Rally), Germany (ID: AfD), Greece (ECR: Greek Solution), Hungary (??), Ireland (??), Italy (ID: Lega), Latvia (ECR: National Alliance), Lithuania (ECR: LLRA–KŠS), Luxembourg (??), Malta (??), Netherlands (ID: PVV, ECR: FvD, SGP), Poland (ECR: PiS +2more), Portugal (??), Romania (??), Slovakia (ECR: SaS), Slovenia (??), Spain (ECR: Vox), Sweden (ECR: Sweden Democrats)
At least two of those countries I marked as "??" did have one ECR member in the past, according to Wikipeida:
On 27 October 2015, Monica Macovei, from M10 [Romanian] political party left the EPP to join the ECR.
On 8 March 2016, Eleni Theocharous of the Cypriot Democratic Rally was admitted to the group from the EPP.