I live with that same fear, that one day Arwen will not be there, and I may never know why. This hits me so hard, because I really fear that too. I always wonder the same thing, have I made her too trusting and someone snatched her?
I think the few times that Arwen has not shown up, one instance was New Years day, after fireworks. She was terrified and I didn't see her for two days. Another time, I never did figure why. But one day, she completely flipped out. She spends a lot of time sleeping in the bushes of my neighbor who lives across the street. My neighbor said she was born there, and she has never minded her hanging out in her yard, so Arwen spends lots of time in her beautiful yard. Well anyway, they were having the house treated for termites about 5 months ago, and there was a truck that looked a lot like the dog catcher truck.....she is obviously famliar with it, and she was crawling on her belly, and shaking all over with fear, and hiding behind me. I kept petting her and tried to calm her, and I did a little, but I was able to see how terrified she was of this truck....which was weird because she has no reaction to the garbage truck, the UPS truck, the mailman, the school busses, but this truck she just shook with fear. She has also has a fear of helicopters, but nearly as bad as this pest control truck she saw. So the day I that truck was at my neighbors, treating their termites, she spent the entire day huddled in the bushes of my house instead, in fact, she didn't go back over there for several days after that.
We also have had several occasions of other stray cats in the neighborhood coming and trying to steal her food, which is why I watch her while she eats, to make sure that doesn't happen. She has also fought with them on occasion, and she is a very small girl, and these cats are big. I think the few times she has been missing, it's because of these cats.
I know I have not helped at all. I can't imagine how bad you must be feeling, but just try to think that maybe, since your cat has gotten really sweet that maybe someone did take the cat into their home, it is just possible that that did happen, very likely even. I know me, if I had a kitty come up to me and I fed it for a few days, and I thought it was homeless and in need, and I didn't already have cats in my house, I would not hesitate to take that cat into my home. Maybe someone else has been giving this cat food or treats and so the cat has been hanging there, and was finally invited in. It is a very likely possibility.