My family has gone tragically missing

You have two possible solutions for this.

I know that this is a bug in the game. My family left me too (twice). :'-( (kidding)

• The first time they disappeared, they ran around my house in the forest. I had to search a wider area around my house to see them standing at a tree and watching the bark. After a small talk with them and a hint to go to the new house, they went back to life and walked home.

• The second time my wife disappeared (without me telling her to go to another house). I started the quest "Ask companion leaders for work". It put a marker on my wife and I could find her on the map again.

So, uh, this is embarrassing.

I found my family totally by accident a few minutes ago.

They were in Hjerim. I assume they were there because I misclicked- "Hjerim" instead of "Heljarchen Hall".

So that's a boring solution. Oh well.