1) it died due to sickness 2) it was killed by madness 3) it was criminal that got killed either by madness/sickness at the stocks or got rangered and killed
either way if its not in the character list its dead
If you are using a custom client you may have hit space in the character search function. Just hold delete until your characters return. If that doesn't work, you either didn't have a lean to for that character and it died in Boston, or you committed a crime and you we're summoned at your homestead.