Sorry to hear about it.
Aside from the hitchhiker possibility, you also have to make sure that what you have are true peppermint shrimp. There are a few species that look similar, but behave very, very differently, and I've seen them mislabeled as "peppermints" in stores.
As for the one disappearing, I wouldn't be so sure. You'd be amazed at how well they can hide. I had one in a 20g tank that would disappear for months at a time (including me watching for many nights and feeding at night). I still have no idea where it went during those times.