What Do You Do?

The probate file of Alexander Cole.

This slip of paper informs me that the probate packet for Alex Cole was pulled on 6 December 1917 by a lawyer named Osborn for 10 days.  However, it seems the packet was never returned. I know that Alex's wife, Hester Hall Cole, died 26 October 1917. What do you do when a record is gone or missing? Monday I will post how I reconstructed this probate, but first I'm curious to know what ideas you have about where to turn when a record is absent.

_____

   Scioto County, Ohio, Alex Cole probate file 8893; Probate Court, Portsmouth. The file was pulled in 1917, leaving this card in its place, and never refilled.