Just wondering, what, exactly, do you want such a report for. There may be other options.
Like Family Group Sheets
Some of the Reports I have mentioned
Have you looked at the Individual Reports
I ask, because what you are asking for, and I am only guessing what you want such a report for, would require a lot of Printing. My approach is NOT to print anything unless I have to.
If I want to follow up on something, I use the ToDo list, for that Individual. Lets say that you have an individual but you don't know how they fit into your Direct Line Tree. First, they may not be in your Direct Line Tree, but IF you want to spend some time, "later", I would create a ToDo item, How does this person fit into my Direct Line Tree.
If you then do some research and determine that they are NOT in your DIRECT Line Tree, but may be in a Branch, you can make notes on that ToDo item and complete it. You have done the research and know they are part of a Branch that will NOT show up in YOUR Tree. (again, Direct Line is important here).
If that person is a distant cousin, they are NOT in YOUR Tree, but they are related to you AND they are in your File. After you have done your research, the DO belong in your File. When you go back and look at your electronic notes on that person, you know why they are in your File and NOT in your Tree.
Again, there may be something that else or another way to do what you want to do, when you are looking for such a Report.