You know, the color gradient between the two distinct species, specifically the "Red species and the Blue species", where the millions of in-between are slowly and agonizingly dying out like your "common ancestors" did? Where Are they??
Well, I don't agree with the "slowly and agonizingly dying out" part - many of our predecessor species lived for millions of years longer than homo sapiens sapiens have managed - but here's a partial list of identified ancestor species since pan-hominini (ancestors of modern chimps-ancestors of modern humans) split leading up to anatomically and behaviourally modern humans.
Graecopithecus freybergi;
Sahelanthropus tchadensis;
Orrorin tugenensis;
Ardipithecus kadabba;
Ardipithecus ramidus;
Kenyanthropus platyops;
Australopithecus anamensis;
Australopithecus afarensis;
Australopithecus bahrelghazali;
Australopithecus deyiremeda;
Australopithecus sediba;
Australopithecus africanus;
Australopithecus garhi;
Paranthropus aethiopicus;
Paranthropus robustus;
Paranthropus boisei;
Homo habilis;
Homo rudolfensis;
Homo rhodesiensis
Homo gautengensis;
Homo heidelbergensis;
Homo ergaster;
Homo naledi;
Homo erectus;
Homo sapiens;
Homo sapiens tsaichangensis;
Homo sapiens neanderthalensis;
Homo sapiens altai (Denisovans);
Homo sapiens sapiens
This is by no means an exhaustive list.
There are several pieces of fossil evidence that we can't identify what type of hominid they were. Whether they're a new species all-together or an already known species we can't tell, because their remains are so fragmentary;
Then there's all the new species being discovered - we've only known about Denisovans since 2010, and we've only known about Homo naledi since 2013. So, that list is going to get longer and longer.
Then there's the ones that the jury is still out on - like the Homo cepranensis and Homo antecessor and some potential modern/archaic hybrids. Which might be separate species, or they might not. Because the graduations are fairly fine and nature doesn't produce nice clear delineations for us between species A, B, C, D, E when they can interbreed, hybridise and lived in the same general areas for several million years.
As to where the millions of gradations are - they're dead. Some of them might be fossilised. And we might be lucky to find these. But, I suspect no amount of fossil evidence, no amount of any evidence, will ever sway you from your position, which is clearly an emotional one, rather than a rational one.