They have a '-1' in the database if they don't have a squad number but it shouldn't show up in the game.
I saw a thread about this somewhere, complete with screenies, but cant remember where or I would post the link. It seems to something that affects people playing in England with the new squad registration rules that come into force at the start of the second season.
i've been getting this with my man utd save with players who have not been given a shirt number, but if i gave them one and confirmed the squad before removing it again they seemed to have the number. it's ruddy annoying to say the least but.