carol+steve
Honestly, I don't know. I think it's unlikely that the three of them went wandering outside the compound and got taken by something. I'm more willing to suspect that it's something or someone inside Mount Weather.
And I hate to say it, but Trip disappearing really throws a wrench into things. The other two are from Harry Potter's universe, they know each other, they're both young women ... so any theories I had went out the damn window.