Table records like this contents:

sh_mail_list:
1. me@mydomain.com
2. you@naktibalda.com
3. others@andtheresite.com

table1 (1 record exist):
1. you@naktibalda.com
2. somebodyelse@gmail.com

tabl2 (1 record exist):
1. you@naktibalda.com
2. 124@wrong.com

table3 (1 record exist):
1. me@mydomain.com
2. others@gmail.com

Result should show by searching sh_mailing_list table: 1. others@andtheresite.com


SQL:
SELECT a . * , b.id, c.id, d.id
FROM sh_mail_list a
LEFT JOIN table1 b ON a.email = b.email
LEFT JOIN table2 c ON a.email = c.email
LEFT JOIN table3 d ON a.email = d.email
WHERE a.group =  '5'
AND (
b.id IS NULL
OR c.id IS NULL
OR d.id IS NULL
)