Idk about them disappearing for more then a night/day. Mine always finds the weirdest places to sleep. before he us to sleep in a cave he built himself, vertically with his head down. Since rearranging all the rocks now he sleeps in a crack between the tank glass and a rock, on the sand. He constantly made little dunes around rocks when i rescaped them, so they definitely do dig. Mine was a Ocellaris, idk if other species are the same.