I also had a peacock gudgeon disappear without a trace: the only fish I have ever had who has done so. I have found bodies/remains for other missing fish. However, this particular fish had previously jumped out of the tank, and I noticed her in time, only because my cat was hovering above her! I joke that my cat saved her life, although it is true: the fish would not have made it if my cat hadn't drawn attention to her. I plopped her back in the tank, assuming she probably wouldn't make it, but she recovered in a few days, only to go missing many months later...
I still have no idea what happened, except that perhaps she jumped out again, and my cat ate her, but I would have thought I would have at least seen a puddle where she jumped or bones that the cat could not digest.