Chris, thanks, that'll take care of exactly what I was looking for.
phpMyAdmin GUI was throwing an error because the inner select might return multiple rows so all I had to do was add a 'LIMIT 1' to the inner select.
Code:
SELECT *
FROM xf_thread_prefix AS tp
WHERE (
SELECT prefix_id
FROM xf_forum_prefix AS fp
WHERE fp.prefix_id = tp.prefix_id
LIMIT 1
) IS NULL
For anybody reading this wanting to do the same thing, you can then take the prefix_id value in the results and use a URL like https://{YourXFURL}/admin.php?thread-prefixes/prefix.{prefixID}/edit to edit the prefix directly