Your fish was probably eaten.
As others have mentioned in the comments, your fish was probably eaten. As soon as a fish dies in your tank, chances are you'll have other fish pecking at it immediately (sometimes even before it dies).
If you have bottom feeders, they'll probably destroy all trace of your fish but in this case, my money would be on the Koi. As you say, they can also get stuck in filters or even jump out of the tank if your lid doesn't fit or is absent. Check behind the actual tank on the floor, you may find it there if it has jumped out. Whilst some fish naturally jump, you'll always want to check your water parameters after something like this happens anyway to ensure there are no problems because jumping out of a tank is behaviour fish can exhibit if the conditions are poor.
My guppy who was living in the tank for three months seems very distressed.
This is another reason to check the parameters. Grab a test kit and find out what's going on in there.
As a follow up point, you need to make sure that the koi is healthy at the temperature the guppies are living in. Whilst they're pretty hardy fish, you may find it will have stunted growth or health issues if kept in inappropriate conditions. You may also find that the koi will eat the guppies once it gets to a reasonable size.