Is there any way you could confine your collie to another part of the house to stop him from frightening off the cats as really unless you resolve this issue your cats are going to continue to disappear. I appreciate it would be difficult but you must see this will be a continuous problem unless you can sort out the issue of the pooch - I think that your cats by going awol are trying to tell you there is a problem here - especially more worrying when you mentioned you think the collie may have caused the injury to your cat that had to be PTS. You are obviously a very caring owner and I know the dog is just following his instincts but perhaps you need to think of ways of keeping him away from the cats so they can come and go safely in their own home.

I do sincerely hope you find your cat/(s).

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Kaz

For kittens, joy is for the asking and smiles are for the giving