Let's think about this

Pterodactyloids evolved directly from Rhamphorhynchoidea.
http://en.wikipedia.org/wiki/Pterosaur
"Rhamphorhynchoidea is a paraphyletic group (since the pterodactyloids evolved directly from them and not from a common ancestor)"

Pterodactyloids evolved directly from Rhamphorhynchoidea. How do we know this? How can one make this kind of determination?
It isn't hard. You look at the Rhamphorhynchoide, and their characteristics, and then at the pterodactyls, and their characteristics, and you can see that it is the same creature type. The pterodactyl is the later version of the earlier version. This fact is completely recognized and accepted.
The Rhamphorhynchoidea are called primitive (basal") pterosaurs and the Pterodactyloids are called advanced ("derived") pterosaurs.
Nobody ignores all that and starts looking around for some other ancestor of pterodactyls. That would be absurd.

But oddly enough when it comes to modern birds, the case is conceived precisely the opposite. Even though modern birds are exceptionally similar to pterodactyls, everybody ignores that fact and they begin to look around for some other ancestry. And they come up with dinosaurs that are quite UNLIKE modern birds.
It is odd - very odd.
It is not necessary to look somewhere else. Just use the same reasoning as was correctly used in determining that pterodactyloids evolved directly from Rhamphorhynchoidea.

Modern birds developed from pterodactyls.

It is also worth mentioning that, in the same way that Pterodactyloids are somewhat different than Rhamphorhynchoidea - modern birds are somewhat different than pterodactyls. That is to be expected.