Problem to generate random unique numbers from fixed population length

I have a problem here which is: I need to generate random numbers given a fixed length, and every time I generate those numbers, I need to check if it was already seen or not.

Example: my fixed population size is 2.000.000. So, for example, in the first round of my algorithm, my sample size is 400.000. I need to generate 400.000 over 2.000.000. After generating those random numbers, I save them in a HashSet.

In a second rand of my algorithm, let's say I want to generate 20.000 random numbers, but I need to check with those 20.000 numbers was already seen or not by looking at the HashSet (which contains the 400.000 initial numbers from the 1 round).

This is what I got so far:

1 round: 
         population size: 2.000.000
         sample: 400.000
         List<Integer> result = new ArrayList<Integer>(sample);

         I save the numbers in a variable called perm[],so :
         int perm[] = new int[population]

  public List<Integer> generateRandomNumbers (int population, Set<Integer> setListStringSeen, int sample)
  {
   for (int i = 0; i < sample; i++)  
   {
      // random integer between i and population-i
      k = i + (int) (Math.random() * (population - i));
                    
     if(setListStringSeen.contains(k))
     {    
         // the problem here is: when I check here and if the newly generated number
         // was already see, I need to generate again a new number. But in this case,
         // the next number need to be checked again, because it could be seen too.
         // how can I end up this loop of checking?

        k = i + (int) (Math.random() * (population - i));
        
        if(setListStringSeen.contains(k))
        {
            System.out.println("we've choose this number once before");
        }
        
        setListStringSeen.add(k);           
        
      }
    
      int t = perm[k];
      perm[k] = perm[i];
      perm[i] = t;
    
   }

   for (int i = 0; i < sample; i++)
   {
      result.add(perm[i]);
   }

    at the end of 1 round, I add all the generated numbers in a HashSet:

   setListStringSeen.addAll(result);

   return result;

}

Now let's go to the 2 round: let's say we want to generate 20.000 new numbers: what I want is, check if those numbers the will be generated (in the second round) was already seen before by checking the Hashset variable. Any idea on how to do it?