I don't think you need to use wget's recursive downloading options because you already have a list of the files that need downloading:
wget --input-file=./path/to/your/list --base=URL
In this way you would just follow the list in the first place, and so every file downloaded would be just the next in the list. So you could always find your progress by merely checking against the last file downloaded and its position in the list.
But if that doesn't work:
{ find . ; catsed 's/.*/.&/' list.file ; } |
sort | uniq -u