I can relate to this situation... Not long ago playing with a friend, on the second hole I made a perfect 90m uphill approach shot hitting the far end of the green, I supposed.
As it turned out to be I never found that ball neither on the green nor on the adjacent uphill rough, and had to repeat the shot from where I had hit the approach once more, this time with the penalty.
That disappearing ball situation stuck in my head for quite some time, I even considered that someone took it...(!) Maybe a bird 🐤