Have you put your ancestor's life into the appropriate historical context? As mentioned in my earlier post, a relative "disappeared" ca. 1918. While there are many things that could have happened to him or places he could have gone, given the era it is always possible that he enlisted in World War I and died overseas. That would explain quite a bit about his disappearance.
Of course, if I'm working on this theory I also need to keep in mind his age at the time. That impacts the liklihood of his enlisting as well.