More often than not when you are doing Scottish research people disappear. If this happens with your relatives think ...... travel..... i.e. check other countries. A large # of Scots have emigrated either by force or by choice, through military deployment or other work.
In some instances my relatives were traveling on business or vacation and important events happened so the BMD records are in other countries.
I've spent the past two weeks doing some extensive internet "travel" in various parts of Canada, USA, and India as I researched family members related to my great-uncle and one of my cousins. (I'm on a major dry spell with my family so I am "puttering" around with other family members info.)
Orkney is the main study area for my great-uncle's family but for a long time I could not find his uncle. I happened across a query on the internet about the same person and lo and behold he had emigrated to New Jersey and had his family there. Then I ran across two of his brothers and their families in Nova Scotia ! The recorded "uncle" in NS is definitely NOT their "uncle" but as yet I have not worked out how they are related.
On my cousin's maternal line a lot of the research is in India military records, about the time Queen Victoria became Empress. Some of the family eventually moved to the same town I grew up in but I did not know that till about a couple of years ago. Small world.
Tip - At ScotlandsPeople there is a section called Minor Records, which is a useful area to look in if you have "lost" a relative. It provides some (but not all) records for Air Register, Consular Returns, Foreign Register, Foreign Returns, High Commission Returns, Marine etc. Returns, Marine Register, Marine Return, NRH, Other Returns, and Service Returns.
What internet resources did I use?
I looked at some sites and books related to military history in India. Newspaper articles and local county sites for Nova Scotia (specifically Pictou County.)
For my home town I accessed the annual indexes for the local newspaper and found marriages and descendants. I also found a photograph on line for a family tombstone.
So by looking overseas I found siblings and their families, BMD's, christenings & burials, professions, immigration, census records, military records, newspaper articles, parents, and learned more about the history of the relevant time periods.
So travel on people and have fun exploring other countries and their resources.