I have had 2 of them completely dissapear as well.  
I have no idea what happened.  In BOTH cases I saw the sick oto, then left the room for less than 30 minutes.  I was coming back to put it in a bag to take it back to the LFS, but it was GONE.
One time I left the room to eat breakfast (less than 30 minutes), came back, no trace.
Second time I left the room for no more than 10 minutes, no kidding, when I came back it was gone.  NO trace of it anywhere.
It is only a 10 gallon tank, I took out the plant and rock, dug through the sand, checked the filter, no trace of either one anyway.
Really, I think oto's vanish when they die.
I've asked this before and gotten no real answers,
Sorry,
noclueman