The group of conformal diffeomorphisms of the sphere $\mathbb{S}^d$ is isomorphic to SO(d+1,1) via the isomorphism $$(\mathbb{H}^{d+1},\partial \mathbb{H}^{d+1}) \simeq (B^{d+1},\mathbb{S}^d)$$ where $\mathbb{H}^{d+1} = \{(x_0,\ldots,x_{d+1})\in \mathbb{R}^{d+2}| -x_0^2+x_1^2+\ldots+x_{d+1}^2=-1\}$ and $B^{d+1}$ is the $(d+1)$-dimensional unit ball with the Poincaré hyperbolic metric $ds=\frac{2|dx|}{1-|x|^2}$ and where $SO(d+1,1)$ acts on the ambient $\mathbb{R}^{d+2}$ (interpreted as the Minkowski space $\mathbb{R}^{d+1,1}$) leaving $\mathbb{H}^{d+1}$ invariant. All conformal diffeomorphisms of the boundary $\partial \mathbb{H}^{d+1} \simeq \mathbb{S}^d$ extend indeed to the interior $\mathbb{H}^{d+1}$ this way.
All this tells us that the group of conformal diffeomorpshisms of the sphere $\mathbb{S}^d$ has dimension $\dim SO(d+1,1) = \frac{(d+2)(d+1)}{2}$ which is the same as the number of independent conformal vector fields (that generate its Lie algebra).
Isometries, on the other hand, form the group $O(d+1)$ of linear orthogonal transformations of the ambient $\mathbb{R}^{d+1}$ of which $\mathbb{S}^{d}$ is the unit sphere. The number of Killing vector fields is hence $\frac{(d+1)d}{2}$
The difference in dimension between these two groups is precisely $d+1$. Now your vector fields $X_a(x):=a-(a\cdot x)x$, $a\in \mathbb{R}^{d+1}$ come as a $(d+1)$-dimensional vector space, if I'm not mistaken, so the question here is: are any of them actually isometries? Again if I'm not mistaken, the answer is no. But these things you should (it is interesting to check yourself, because I really didn'tit). So you have found all conformal vector fields as either Killing or of the form $X_a(x)$: $$\mathfrak{conf}(\mathbb{S}^d) = \mathfrak{isom}(\mathbb{S}^d) \oplus \{X_a | a\in \mathbb{R}^{d+1}\} $$