Step wise check it.
1) Convert your car to petrol, Does the check light stays?
2) Open the bonnet increase the throtle slowly, Is there any missing at initial rpms.
3) Remove all the plug wires and coils one by one, Does the car stutter by removing any of them.
4) Remove the distributor sensor wire (calm shaft sensor) is there any change.
5) The main issue is that sensor, If your car is on after market CNG mechanice plug the advance thru that sensor, not proper fitting might burn that wire creating a short circuit due to which your cars Advancer and the sensor both arnt working. Resulting in slugish drive on CNG, and a problematic drive on Petrol.
Baleno does not give a check light if driven on CNG so its definetly a electronic fault. As you mentioned is missing as well, so its probably the sensor thats faulty or the wiring to the sensor isnt working.