What did they tell the police?
I know this movie was made 1999 before there were surveillance cameras in every corner and before all the "the Government reads all your e-mails and listens to all your calls" theories. But it wasn't the Stone Age. If people dissapeared, it wasn't ignored. CRAIG dissapeared for 8 months, and then he, LESTER and his friends dissapeared for 7 years.
By "they" I meant LOTTE & MAXINE. They're the wife and co-worker of the missing person, and now they're married to each other. That would look suspicious.