@Mary-Jane17 As a home share host myself, I get it. I only host solo travelers, one private room. I had a guest who checked in, got settled, then went off to town, saying she was meeting up with some friends for dinner. I went to bed at some point, and when I got up the next morning, realized she'd never come home that night. It's a 20 minute walk from my place into town. So while I sort of assumed she'd ended up staying with her friends, which turned out to be the case, I was concerned enough to text her asking if she was okay. She answered right away, saying yes, thanking me for the concern.
Another host once said here that a young male guest had gone out for the day and not come back for 3 days. Didn't answer his phone. She was really worried. He finally showed up, just fine, said he'd gone hiking and exploring. When he realized that she'd been worried, he apologized.
A lot of single people aren't used to telling anyone where they are going or when they plan to be back, and it doesn't occur to them that anyone would be worried, especially a host, who is essentially a stranger. After all, if they had booked a hotel rooom for a week, dumped their bags off, went out and didn't show up again for 5 days, no one at the hotel would care.
After that time my guest never came home all night, I started asking guests for an emergency contact number after they check in. I tell them I'm a bit of a worrier, and if they disappeared for days on end, had a bad accident, or got really ill, I figure they'd want someone close to them to know. And if they did disappear, like your guest, maybe when I called their contact, they'd say, "Oh, she does that all the time. Drives everyone crazy, so we just had to stop worrying about her. She'll show back up at some point. Good of you to care, but don't worry."
As far as her not answering her phone, unless you got ahold of her on that number before, a couple of times it turned out that the phone number I had for the guest wasn't correct- they had changed numbers at some point and never bothered to update their Airbnb info.
You've really done all you can. I'd relax about it. There's not much else you can do. You aren't responsible for when your guests decide to come and go. They're adults, and while bad things do happen to people, it isn't usually the case. And you have let Airbnb know.
I'm a little surprised to hear you message your guests every night. That's a bit over the top. I figure if my guests need anything, they'll let me know. I might ask if they need any more toilet paper or a clean washcloth after they've been here a few days, but other than that, if they're the type of guests who are private and who I barely see, I don't disturb them.