I bought a yearling pair a month ago and let them out for their first time a week ago. I let them out in the evening so they stayed fairly close. The next morning, I let them out with everything else. They were ranging pretty far...much farther than the chickens and the turkeys. I herded them closer a few times during the day. Well, evening came and I couldn't find them. I figured they found a good tree and this was it.. they were free ranging.
The next morning I woke up to a PILE of peahen feathers. I followed the clumps to a spot on the driveway where several tail feathers were pulled but, it was right by our board fence leading out to the pasture so, in my imagination, I saw the dog chasing them and, at the last moment, they escaped down in the pasture and they were probably lost. We drove around to the farms and a few neighbors in town (our farm borders the little town) And, nothing...
Next day, got a call from one of the folks downtown that the peacock was running around some backyards. We went and scooped him. Everyone thought the worst about the hen because it was her feathers everywere and now the male was alone. I still thought about how big those birds were and how strong and how they could fly and didn't think a dog could take them down very easily. I kept up hope but, it faded after 4 or 5 days went by
THEN, a fella drove up the drive and said a peacock had been roosting on his back porch for a few days and was wondering where it came from
Now, they're happy and ALIVE together but, lost their free ranging rights for a few more weeks or more til I get some more courage.
So, to the OP, they were not acclumated to their surroundings and do not know where home is. They have been known to "run with the turkeys" here where I live because when they get loose, the turkeys are the next best thing to a flock of peafowl. I would talk with everyone around you and make flyers like for a missing dog. I wanted to make some for mine but everyone made me feel goofy for thinking it... that she couldn't possibly be alive.
They're big and strong and can fly... they're just out on the run. Good Luck