Hi Tammy,
Mine disappear for awhile too at times during the winter months, usually when there is mild spells with the weather. Once it gets colder here and stays cold I noticed they return each day as long as I keep mealworms out for them. Along with the mealworms I also try to feed them peanut butter suet and fruit, nut, and berry birdseed mix which I get from the local food or hardware store. It gives them a little variety in their diet.
Dana
Lancaster PA