Axolotl Despawned?

I've been building my four axolotl's a terrarium under the ballroom. I recreated a geode in front of their pool. I also made them one of those see through above ground tanks. I went upstairs to my storage area to get some lanterns. When I came back, all four of them were gone. I've checked the room for openings multiple times and I'm more than sure they didn't get out. They had plenty of places to swim or be on land if they wanted.  I even looked around the waterfalls in my area in case I missed something, with no luck. I've read they are not supposed to despawn if you pick them up with a bucket. I'm very confused and sad. I liked these little guys, and I found the pink one in the same cave with my first amethyst. I just hope I didn't kill them...