Before giving my answer, I note that a very similar question already exists:
What is the basis for not believing sola scriptura?
To start, not everything which was revealed by God was transmitted in writing by the Apostles, at least definitively not by Paul:
"So then, brothers, stand firm and hold to the traditions that you
were taught by us, either by our spoken word or by our letter."
(2 Thess 2:15)
"Follow the pattern of the sound words that you have heard from
me, in the faith and love that are in Christ Jesus." (2 Tim 1:13)
"and what you have heard from me in the presence of many witnesses
entrust to faithful men who will be able to teach others also." (2 Tim
The objection to sola scriptura from the three above passages could be ingeniously countered by positing that any knowledge that Paul transmitted only orally and which needed to be transmitted to future generations was put in writing by some other NT author, be it John, Peter, James, Jude, or Luke in Acts. I don't think any sola scriptura defender would actually resort to such convoluted argument, but even if they did, they'd still need to explain away this other passage from Paul:
"the Church of the living God, the pillar and support of the truth."
(1 Tim 3:15)
In this passage, "support", rendered alternatively as "foundation", "bulwark" or "buttress", translates "hedraióma", a word used only once in the NT and nowhere else. To note, the usual word for "foundation" is "themelios", used in several places by Paul to refer to:
Jesus Christ (1 Cor 3:10-12),
the apostles and prophets (Eph 2:20), "Christ Jesus Himself being the cornerstone (akrogóniaios)" in this case, and
those who belong to God, i.e. the Church: "God's firm foundation stands, bearing this seal: "The Lord knows those who are his,"" (2 Tim 2:19).
The relationship between Jesus, the apostles and the whole of the Church in these passages with "foundation"/"themelios" mirrors the relationship between Jesus, Peter and the totality of the faithful in four passages with "rock" or "stone", namely those where:
Paul and Peter call Jesus "the cornerstone", i.e. Eph 2:20 and 1 Pe 2:6-7 respectively, the latter using both "akrogóniaios" and "kephale gonias",
Jesus tells Simon: "you are Rock (Kepha/Petros), and upon this rock (kepha/petra) I will build my church" (Mt 16:18), and
Peter says that the faithful "as living stones, are being built up as a spiritual house" (1 Pe 2:5).
The teaching from either set of passages is clear:
Jesus is the ultimate foundation, the cornerstone, and it is so by Himself, by nature.
Peter and the apostles are foundation by the grace of Christ, by participation in his firmness.
The whole Church, "built on the foundation of the apostles and prophets" (Eph 2:20), is also foundation and support by participation.
The point is that it is the Church which is "the pillar and support of the truth", not Scripture. This statement, together with the quoted Pauline exhortations to hold to the traditions received orally from him, show clearly that the position of sola scriptura is against Scripture.
Last but not least, there is the canon question, as no Bible book contains a list of all Bible books.