I know what you mean. Mia has never strayed anywhere that she couldn't keep me in eyesight since she was a puppy. The second she couldn't see me -- vroom, she'd be hightailing it over. I'd be flabbergasted if we were out playing somewhere and she didn't come back.
Keep looking! I'm sure she'll find her way back to his house. Did you try taking Bliss out while you were looking? Maybe having the other dog there would help somehow.
My sister and parents live in Langhorne. While I highly doubt that Leena will get that far, I'll tell 'em to keep a lookout.