Some roads do exist in our system, but they may not be visible in the standard map style. Try another map style with more details. Change this setting via Options > Styling > Map Style, e.g. Mapbox.Streets.
The road you mention is in a residential area and is marked private. Private roads are not used in our routes by default. You may try to create a route with the Deliveryvan vehicle profile that has more access to these kind of roads. You’ll find it at Options > Routing > Type of vehicle.
If the road is not private in real life, you can correct this by editing the map at OpenStreetMap. Your changes will be reviewed by OSM volunteers. If accepted, it may take another two weeks on average before they appear in our maps.