Hi Mira:

"Missing" may be the key term here. Sometimes you have to wait awhile after you complete your mission to give your wingmates time to get home. If they are over enemy territory when you end mission, then they will be considered missing and probably captured.

Usually when I start my mission I note if there's an A flight. If there is, and they didn't land before me, I'll give them some game time (by setting time compress to 16x or so and getting something to eat) to get home. Usually half an hour game time will do. Just remember to turn off your engine if you do this!