Gear 714851 is a Set called "Magnet Set, Knights Kingdom Lion Flag blister pack"
It has four items, all of which are in the BL catalog but aren't included
in "Item Consists Of" because the set is improperly classified.
All magnet sets are classified as gear, so there is nothing wrong here.
And gear items can have inventories and many of them do have inventories. Since
you've already made a list of all items, do you want to submit the inventory?
https://www.bricklink.com/catalogInvAdd.asp?viewType=G