Oh, thats very sad to hear. But it can happen and there doesnt seem to be a good answer since the two other fish seems fine.
And its not unusual to not find the male, this happens too. Sometimes you find – other times they just dissappear.
He couldnt have jumped out ? Or hid in something which you took out of the tank ?
I am very sorry for the loss, expecially because you did a great effort to get them, and it was not that easy for you ..