My family has gone tragically missing
So while I was running vanilla Skyrim, I married Aela the Huntress and had her live in my Solitude house (proudspire manor).
More recently, I added the Hearthfire DLC, adopted Runa Fair-Shield, who moved in with my wife in Solitude.
It was a lovely time for my family and I miss it dearly.
I then built a manor and had them move to it, but they never showed up. I went back and checked Proudspire Manor, but they were nowhere to be found.
Where did they go? How do I find my family?
You have two possible solutions for this.
I know that this is a bug in the game. My family left me too (twice). :'-( (kidding)
The first time they disappeared, they ran around my house in the forest. I had to search a wider area around my house to see them standing at a tree and watching the bark. After a small talk with them and a hint to go to the new house, they went back to life and walked home.
The second time my wife disappeared (without me telling her to go to another house). I started the quest "Ask companion leaders for work". It put a marker on my wife and I could find her on the map again.
So, uh, this is embarrassing.
I found my family totally by accident a few minutes ago.
They were in Hjerim. I assume they were there because I misclicked- "Hjerim" instead of "Heljarchen Hall".
So that's a boring solution. Oh well.