How do I call a specific hero missing?

I know that there's a "Missing" command in the Chat Wheel that will report your lane missing, but that only does "Missing Top!" or "Missing Middle!" messages it seems. I've seen people call specific heroes missing before though:

How are they doing this? Is it some kind of hotkey I haven't found? Is it some complicated custom bind? Is it just something simple that I'm missing?

To call specific people missing, all you have to do is hold Alt and click their hero icon at the top:

Then you'll get a nice message like you described instead of the general lane one.

Also, besides just being able to call people missing, you can also announce that someone has returned by holding Ctrl+Alt and clicking their hero icon in a similar fashion.

From my experience i would guess:

Hero is missing
Hold Alt and click portrait.

Hero is back
Ctrl + Alt + click portrait.

Similar concept to switching between map flare types.

Attack/Defend Flare
Hold Alt and click map.

Move flare
Ctrl + Alt + click map

According to the First Blood update:

Alt-left clicking on an enemy icon in the top bar will send a chat message that the hero is missing

And according to this recent update:

Alt+Control clicking enemy heroes in the top bar now sends a hero has returned chat message