Debes usar la unión mediante LEFT JOIN
Código SQL
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SELECT M.CodMay, M.DescMay, A.CodAux, A.DescAux, Sum(D.Monto)
FROM Mayor M
LEFT JOIN Deta D ON M.CodMay = D.CodMay
LEFT JOIN Auxiliares A ON A.CodAux = D.CodAux
GROUP BY M.CodMay, M.DescMay, A.CodAux, A.DescAux
ORDER BY M.CodMay, A.CodAux
Saludos