There are several of reasons why your larvae may be disappearing or dying. 

All caterpillars are susceptible to illness which may spread to the others in an enclosure. Another reason they may not thrive could be due to tainted milkweed which has been treated with pesticides. When rearing caterpillars outside, they are in danger of predators. Cannibalism in monarchs can also happen on occasion. It usually occurs due to overcrowding and/or insufficient food availability, but this is not always the case. Sometimes it happens when different sizes caterpillars are kept together. 

Below are some suggestions to help prevent further disappearances of your larvae: 

• Give the caterpillars plenty of space by keeping them in a large enclosure
• Ensure there is a lot of milkweed available for each caterpillar
• Separate differently sized caterpillars into different enclosures. Don't keep the large ones with the small ones.
• If you are rearing your larvae outdoors on a live milkweed plant, cover the plant with a mesh sleeve. Ideally, it should have a drawstring or tie on either end. 
• If you notice your larvae dying, separate the others and keep them isolated to help slow or stop the spread of the potential illness.