What a tricky puzzle! Solving it required a leap of faith.
All 4 missing bishops fell off. The white ones were on f1 and f8; the black ones, on a7 and c8.
I will not hide the explanation.
Start by realizing that a bishop must be on c8, otherwise bQb8 would be delivering an impossible check.
Similarly, we can assume a bishop is currently on a7, blocking the wQa8 check. This time there is a minor alternative: a white bishop may have just discovered check from a7, but if that is the case, let us rewind one move and focus on the position where the bishop is on a7. (We will soon see that the a7 bishop must be black, ruling out this corner case.)
Now, let us focus on the top-left corner.

What was the last piece to move in this cluster of pieces?
- The pieces on a8, b8, c8 and a5 are stuck (note that pawns did not capture in this game, since that would require at least 2 captures but, accounting for the existing bishop on f1, at most 1 piece has left the board).
- The rook cannot have moved last, because it would have been checking from b6.
- The king neither, since on b6 he would have been receiving a check by a rook that is stuck.
- How about the pawn on b5? Nope, since retracting it to b6 would leave a cluster of pieces (on b6, a7, b7, c7, d7, a8, b8, c8) that is completely stuck.
- Finally, how about the a7 bishop? Could it have performed the last move? Well, maybe, but would not that require that their last move captured another bishop on a7? (To deal with the seemingly impossible wQa8 check.) Hum, that is not helping. If another bishop reappears on a7, we get the same cluster to resolve.
At this point I almost gave up. It seems the position must be illegal. Was not our argument exhaustive? I admit it was my faith in the composer the only thing that kept me trying, revisiting the logic again and again.
There is a minor detail I have not mentioned yet. If the bishop on a7 is black, we can retract it without making another bishop reappear on a7. I had discarded this case too, because it seems that position cannot be retracted further. But I was wrong! Can you see why?
Yes! One of the white pieces that is currently busy somewhere else may have visited this corner of the board at some point, to deliver a discovered check. Indeed, a white knight could have moved from a7 to c6 right before our black bishop made their last move to a7.
This resolves the most part of the mystery. The rest can be summarized as follows.
In order for Black to have enough retractions in the puzzle position we need a bishop on f8 to block the bRg8 check. This bishop on f8 has to be white, since the black dark-squared bishop rests on a7.
Finally, what is the color of the bishops on c8 and f1? It turns out the bishop on f1 must be white in order for White to have freedom of movement moments before the top-left corner cluster is finalized.
This leaves us with a black bishop on c8, completing the mystery.
I conclude with a proof game.
- h4 a5 2. Rh3 Ra6 3. Rb3 h5 4. Nh3 Rah6 5. Rb6 R6h7 6. Ra6 Nh6 7. Ra7 Rg8 8. Ng5 Ng4 9. Ne4 Ne5 10. Ng3 Ng6 11. Nh1 Nh8 12. g3 b6 13. Bh3 Ba6 14. Kf1 Bd3 15. Kg2 Na6 16. Kf3 Bg6 17. Ke3 Nc5 18. Kd4 Ne6+ 19. Kc4 Qa8 20. Qg1 Kd8 21. Nc3 Kc8 22. Qg2 Qf3 23. Ra8+ Kb7 24. Rb8+ Kc6 25. Nd5 Kd6 26. Kb5 Nd4+ 27. Ka6 Nf5 28. Kb7 Kc5 29. Kc8 Nd6+ 30. Kd8 Kb5 31. Nb4 Qa8 32. Qb7 Be4 33. Qa7 Bb7 34. Bf1 Bc8 35. Rb7 Qb8 36. Qa8 Ne8 37. Nc6 Rh6 38. Na7+ Ka6 39. a4 Rf6 40. Ra3 Rg6 41. Rf3 Rh6 42. Rf6 Rh7 43. Rh6 g6 44. Bg2 Bg7 45. Bf1 Bd4 46. Bg2 Rgg7 47. Bf1 b5 48. Nc6+ Ba7 49. Nd4 Nf6 50. Nf5 Ne4 51. Nd6 Nc5 52. Ne8 Nb3 53. Bg2 Na1 54. b3 Rg8 55. Bb2 Rf8 56. Bg7 Rg8 57. Bf8 Rgg7 58. Nd6 Rg8 59. Nc4 Rgg7 60. Nb2 Rg8 61. Bf1 Rgg7 62. Ke8 Rg8
Thanks again for this amazing composition!