I understand feeling torn on this issue very well. Mine are free range and return to the coop at night, but I turned them loose to free range only recently, and they are full grown. Apparently the locking them up for a few days does work. I have read that a chicken does not remember more than 3 days ago; have no idea whether this is true.
Since they were free range, I doubt they got lost. I'd bet they simply roosted wherever they were when it began to get dark. Hopefully they can be taught the habit of returning to the coop. Try treats at bedtime.
I used to free range a couple of years ago. Every now and then, one would stay out all night. More often than not, they would be beck in the morning. When I was free ranging during the day and locking the coop at night and this happened, I would find the loner hanging around near the coop in the morning, waiting to get to the feed inside.