It used to happen with my mom too. I'd made her a quilt (be fore I even started quilting for real) and just about every time I'd go to visit her the quilt would be missing. However, talking to the staff to be on the lookout, and going on a search around the home always turned it up.
However, I don't think there's really any blame. My mom was probably one of the most honest people ever, but once she had Alzheimer's she did weird stuff -- like stealing someone else's remote control (for which she had no use LOL).
My mom has since passed away and her quilt is on my sofa providing me comfort.
I hope you find your sister's.