My females do the same. I have 4 Females and 2 Males. I've had them for six months now and I have never seen any babies until a water change the other day. I managed to move all the other tank mates out from my ten gallon and just have the babies. I thought there was only one but it turned out there was 8! I found all of them in the gravel or in plants. They usually come out at night to feed . So the chances are she's had them and they are hiding. What other fish have you got in the tank? Have you used any medications recently? Has the fish been moved or chased? I'm just trying to find out weather or not she could of aborted them!
hope you find some!