John Lawler mentioned the term "unreleased" in a comment. John Wells has a blog post saying he prefers the term "no audible release". Both terms have been used in linguistics to refer to the phenomenon that you discussed. The "release" is the stage of pronouncing a plosive--a consonant like /p t k b d g/--where airflow stops being obstructed by the relevant parts of the vocal apparatus (the lips for the labial plosives /p b/, parts of the tongue and the teeth or roof of the mouth for other kinds of plosives). An audible release sounds like a puff of air after the plosive.
Wells says that when word-final plosive consonants have no audible release, it may be because the release is "masked" by a following consonant sound: for example, the /k/ in "bat cup", or in some cases a glottal plosive.
See also Araucaria's answer on this site.