Sounds similar to how our cat Midnight. Not similar to how they where lost, but the feeling was similar.
The following is not safe for work, so please do not read this at work...
She came in, shouting out of her mind. I was a kid at the time, but have had a lot of pets, and different types of pets.
I turned her over, and found a hole in her side that could only have been made by a soddering iron. To this day, I still cannot (and do not wish to) figure out how they held her down long enough to do that.
Someone wanted her dead, and they got their wish. I know that a lot of people say this, but in my case it is true. She really did die in my arms.
I wrapped her in a towel, and my mother raced home, but by the time she got there... take a guess because I still cannot type it out