This has happened to use with everything from nylon night gowns to fleece throws with her name embroidered in 2" letters. We now take pictures of everything and have them include it in MILs file. It at least verifies what was there and what is now missing. SIL gave her mom a nightie (expensive one) when she was there and it disappeared before Mom got to wear it that night. I think the lack of accountability is just terrible.
Make Granny Mary another quilt and include family pictures on both sides -- and have her name on both sides -- that way it will be less attractive to folks with light fingers. (I made MIL a pillow several years ago with family pictures and although the staff have complimented her on the pillow, it is the one handmade thing that has not disappeard.)