That's disappointing. : (
Are you sure it didn't just make a cocoon? It was the big one the you posted a photo of a few days ago right?

On Thursday, a friend called me. She told me she had a big imperial cat for me. I rushed over and got it. It was eating white pine. I put it on one of my pines inside a rearing sleeve. When I checked it on Sunday, something had eaten its way into the sleeve and the imperial was gone :(

Many moons ago, I had lots of cecropia cats and an upcoming vacation (don't remember anymore how many days I was going to be gone). Decided I had enough cocoons already so I did not bother getting a caterpillar sitter. I let all the cats go on the lilac I had been feeding them. Figured I'd reclaim them when I got home. When I returned, there was lots of frass on the ground but not a single caterpillar. I figure some predator found them and a feeding frenzy occurred.

those predators can be frustrating, for sure! I hope you find another "surprise" caterpillar soon. good luck, Tony

Squirrels and other rodents will chew right through any fabric and devour caterpillars which they love.

Sometimes my rearing sleeves end up touching the ground after a rain. You can bet the car that if it stays that way all night, some mammal will chew its way in and have caterpillars for dinner. I avoid low branches for that reason but when I'm running low on food, I use the low branches and hope it doesn't rain.

It's too easy to just suspend any sleeved, low branches as well. I've never had any problems with them touching the ground, but I was picky when I set them up. I use my lowest branches first.