SELECT tbl.name
            , idx.name AS IndexName
            , COL_NAME(icol.OBJECT_ID, icol.column_id) AS ColumnName
    FROM sys.tables tbl
        LEFT JOIN sys.indexes idx ON tbl.object_id = idx.object_id AND idx.is_primary_key = 1
        LEFT JOIN sys.index_columns AS icol ON  icol.OBJECT_ID = tbl.object_id AND idx.index_id = icol.index_id
WHERE SCHEMA_NAME(tbl.schema_id) IN ('dbo', 'Storage')
    AND idx.object_id   IS NULL