The only unconventional matter here is the manner in which your bolded phrase and what follows are attached to the preceding sentence: by simple juxtaposition, with no conjunction or other transitional device. There is probably a technical name for it somewhere in Classical Rhetoric (asyndeton, perhaps?), but I would just call it a “Comment”.
Usually such comments are much simpler:
More than 200,000 Hungarian Jews survived the war—an inconceivable number!
in this case, however, the comment is raised only to be immediately qualified. This is achieved by “recategorizing” it as the main or consequence clause of a conditional (IF...THEN) construction, as if it originally read
[This] number [would be] inconceivable had Horthy not &c OR
[This would be] an inconceivable number had Horthy not &c
In effect it is exactly as you say: the verb is “omitted” (and possibly the subject, too). Except of course it was (they were) never actually there, so I think it would be better to say that it is (or they are) “implicit”.
In any case, the usual inconceivable number is inverted because the author is uncommonly careful to make his qualification (had Horthy not &c) apply only to inconceivable and not to number as well.