foreach (var item in list1)
{
    if (list2.Where(c => c.vopros == item.vopros).Count() == 0)
    {
        list3.Add(item);
    }
}

using System;
using System.Collections.Generic;
using System.Diagnostics;
using System.Linq;
using System.Text;
using System.Threading.Tasks;

namespace ConsoleApp4
{
    class Program
    {
        public static void Main()
        {
            var list1 = Enumerable.Range(0, 2000000).Select(x => new Doc { vopros = x.ToString() }).ToList();
            var list2 = Enumerable.Range(1000000, 3000000).Select(x => new Doc { vopros = x.ToString() }).ToList();

            //С компаратором
            var stopwatch = new Stopwatch();
            stopwatch.Start();
            var result = list1.Except(list2, new DocComparer()).ToList();
            stopwatch.Stop();

            Console.WriteLine($"With comparator it takes {stopwatch.Elapsed.TotalMilliseconds.ToString()} milliseconds");


            var stopwatch1 = new Stopwatch();
            stopwatch1.Start();
            // без компаратора
            var result2 = list1.Select(x => new { list = 1, el = x }).Distinct()
                .Concat(list2.Select(x => new { list = 2, el = x }).Distinct())
                .GroupBy(x => x.el.vopros)
                .Where(x => x.Count() == 1)
                .SelectMany(x => x)
                .Where(x => x.list == 1)
                .ToList();

            stopwatch1.Stop();

            Console.WriteLine($"With pure LINQ it takes {stopwatch1.Elapsed.TotalMilliseconds.ToString()} milliseconds");

            Console.ReadLine();

        }


        public class DocComparer : IEqualityComparer<Doc>
        {
            public bool Equals(Doc x, Doc y)
            {
                return x.vopros == y.vopros;
            }

            public int GetHashCode(Doc obj)
            {
                return obj.vopros.GetHashCode();
            }
        }

        public class Doc 
        {            
            public String vopros { get; set; }
        }
    }
}