I read through some of the discussion on the DJI forum. Read through them yourself and perhaps you can get some ideas. In one incident discussed, two things stood out in that case. 1. The pilot turned the drone directly toward home. Someone explained that drone facing directly at the controller antenna is in its least favorable position to receive signal. Guy explained that broadside of the drone is best position for it to receive signal. Also said that antenna signal is strongest when antenna are perpendicular to the position of the drone. That is, when drone is at a distance horizontally from controller, antenna need to be vertical. If drone is overhead of controller, antenna need to be straight out, horizontal with ground . Do not aim the antenna directly at the drone, keep them at right angle to drone by changing their position on controller or holding controller more vertically or horizontally.
2. With interruption in loss of signal, drone may have not had enough battery power left to climb to preset return to home altitude .
From my reading I gathered that the controller stores a log of drone GPS position. Some of the discussion was about that and showed the track of the loss of the drone. Perhaps contacting DJI can get you some help in accessing the last GPS position of yours.
Sorry for your loss. Hope that you can find it sometime. Good luck!