Where did it go?

I had sex with my SO today. 3 times in one hour. The 1st times he pulled out &came inside the condom &the 3rd time we used withdrawal. But the 2nd time we had sex we were so into it that he didn't notice &I didn't feel the condom coming off &we didn't know till the ending when he pulled out &we couldn't find it after. We looked everywhere &nothing. He was even checking inside my "Cookie". That had me thinking, can you loose a condom inside your cookie? It might sound stupid but it's just a thought.