Like I was suggesting above, you’re looking for functionality that lives about one or two layers above Caddy. Caddy is a tool, a web server that serves what you tell it to serve, and it does so securely. You are welcome to write a program that checks for DNS errors before you tell Caddy to serve a site, but Caddy absolutely needs DNS in place before it will be able to properly serve your site over a secure connection. If Caddy just starts without serving some sites, the web server is broken. NGINX is the same way: if you tell it to bind to a hostname that can’t resolve, it doesn’t start.
Here’s a related thread: How to have bad domain in config skipped
Anyway, glad you like Caddy. 
Thanks for sharing your appreciation. Means a lot.