I assume you've checked the floor and stuff.
I wouldn't rule out that it's hiding though, so don't panic too hard. When I got my desjardini tang a few years ago, I couldn't see where he was hiding for the first couple of days. If a tang can hide out of sight in the rockwork then a goby surely can be invisible as well.
Sorry to hear about the nudibranch. One note of caution though: Sea slugs need to be a very carefully measured choice. A lot of them are inappropriate for captive life, some of them are inappropriate in reef tanks due their choice of diet, etc. Unfortunate, because they're very pretty. If you're interested in reading more about them you can try
www.seaslugforum.net