There are physical releases of many Star Wars Lego episodes, but not all of them.
The Yoda Chronicles, Episodes 1 and 2 were released to dvd. The New Yoda Chronicles dvd I believe featured 4 episodes which would have been #4, 5, 6 and 7. There was no release of episode 3 of the Yoda Chronicles.
I also believe that the episode “Duel of the Skywalkers” has not been on any physical media (please correct me if I am wrong), but is available on iTunes.

As for the Resistance Rises episodes you speak of, I don’t think they’ve had a physical media release. Same for the Lego All-Stars shorts on Disney+.

There was a dvd released with season 1 of Forces of Destiny, but it was almost a stealth release, done as a bonus disc with some holiday edition packages of the movies last year. No physical release for season 2 of Forces of Destiny.

There are also some web shorts, Galaxy of Adventures and Roll Out which don’t have physical releases. Both of those are animated short series.

I don’t know where those Blips animated shorts on Disney+ came from. I never knew or heard of them until I saw them on there. No physical media release of those I am aware of.

I own all the physical dvd and blu-ray releases. I recently got season 1 of the Resistance animated series. Seasons 1 and 2 are both on Disney+ (and in high def). With the advent of the new streaming service, I am curious what the future of home video releases will be. I don’t know if the missing Lego episodes mentioned above, and season 2 of Resistance will ever see the light of day.

I saw just the other day at my local bookstore they had the dvd with the two Ewoks television movies. It was $20 and I already own a copy.
Disney+ lacks both the ewoks tv movies (The Ewok Adventure (aka The Caravan of Courage) and The Battle for Endor), and it also lacks the old animated Droids and Ewoks cartoon series.

May the Force be with you all.