Hopefully your chick will show up and you will never know what happened. Not likely but stranger things have happened.
The chick may have trapped itself somewhere in the coop and could not get back to the hen. It could have died from exposure.
The chick may have found a way outside the coop and away from the hen, they don't need much of an opening. Once it is outside about anything could have happened. May have died from exposure, been killed, or been eaten.
A predator may have gotten in the coop. About the only predator I can think of that would eat the chick without leaving some type of sign would be a snake or canine. About anything else would leave parts of the body or a bloody spot. I can't imagine a canine like a fox, coyote, or dog doing that if you consider the coop secure unless you give a dog access. A snake doesn't need much of a hole to get in the coop but once they swallow a chick they may have trouble getting back out of the same hole they came in. I caught a snake that way, it could not get back out of the brooder after swallowing a chick.
One possibility is that a human took it. They would not leave any signs. I can see a human taking an egg, some even do things like that for a practical joke, but I have trouble imagining a human taking one chick. Still, you asked what could have happened.
