Was that relative you cannot find an heir to any other relative? If so, have you looked into that relative’s probate or estate file to see if the missing relative is mentioned?
A cousin of my great-grandmother disappeared in the 1920s. His brother died without children in the late 1940s without a will. For that brother’s estate to be settled, the missing brother had to be addressed. While the missing brother could not be found, the court record mentioned when the missing brother was last seen; discussed the search attempts made to locate him; and declared him legally dead so the estate could be settled.
In that case, the court record did not provide the location I was looking for, but there have been others where “missing” relatives came out of the woodwork or were located when there was an estate settled in which they had an interest.