Enter this equation =IF(ISERROR(MATCH(A1,Sheet2!B$1:B$3000,0)),TRUE) in a new column in the first cell of the big sheet then copy it down. Use a filter to show just the values that say true. Select them, change the color. Show All.
A1 is the big sheets email column (note, column. use 1 for the row). No $ signs.
B$1:B$3000 is the small sheet's email. (change 3000 to whatever the last row is. Need the $ for this field)