TL;DR: Ask people you've played with at the same time if they know him. If the game has official gaming groups (for example, World of Warcraft's guilds), ask around in his guild. Follow leads they give if they offer leads instead of saying they have the info. If they have his contact info, trust them to know whether it's better for them to give you that information and you relate that you got it from them, or if it's better to give them the message and have them pass it along. You can have the message be your contact info and the fact you want to talk to them if you'd rather not give the information out directly.
Sorry for the long TL;DR; I fail at brevity.
The online gaming groups I've been in generally had a bunch of small groups of players who knew each other in real life. These would be mentioned from time to time, but generally in passing. For example,
I have to go pick up SomeOtherPlayer1 from work, I'll be back on in an hour.
Take note of these. If you have a chat log that just stores all conversations you have indefinitely, that's really helpful, because most people have difficulty remembering to periodically update their real life contacts diagram. But if you can manage to update the who knows who database, it can be really helpful. Note that this shouldn't just be about who knows people IRL; if there's a couple of people who don't know each other IRL but they're playing together much more frequently than other people, that's also noteworthy.
Once you have this database, you know who to ask if one of your online only contacts goes missing. Remember it's probably not a huge deal if none of them tell you anything. It's not just about you finding out what their status is, but also about letting them know you care enough to ask, but are respectful enough to not go crazy trying to track them down.
If you don't have a database like that, but you do know who you've frequently played with at the same time as them, that may work as a stand-in.
As an example of how I've seen this work, there was one guy in our group (I'll call him Stabby) who was a really avid player, but apart from our large group activities, he seemed to keep to himself a lot. He was one of the few people with no IRL contacts. And one day he just vanished.
One of the other players (Fuzzface) noticed his absence after a few weeks, and asked our group leadership if anyone knew what happened to him. Nobody knew what happened to the guy, but the social leader noted that he was often in the same place as one particular active member of the group (Frosty).
Fuzzface asked Frosty about Stabby. Frosty explained he didn't really know the guy - but his IRL friend Daisy did. She wasn't into the group activities, so her involvement had been missed, but Frosty was only frequently in the same place as Stabby because they were both grouped with Daisy.
Daisy claimed to have heard nothing. But as soon as she finished that reply, she messaged Stabby, who was actually online as a different character, to let him know Fuzzface was looking for him. Stabby sent Fuzzface a message a few hours later and just said he heard from somebody that he'd been missed.
In the above example, the social leader was maintaining a who knows who database. Its primary purpose was to know who to ask if various key players (like Stabby, Fuzzface, and Frosty) were missing when it was time for their scheduled group activities. That database did have a link between Frosty and Daisy, because Frosty talked about Daisy, but Stabby didn't, so there was no link. While in the large group activities, Stabby just talked about how to best stab things with other players who stabbed things, and well, he stabbed things. A lot.
It's probably worth mentioning that FeelBetter, Diabolical, Shooter, and HitMe also asked Daisy about Stabby, and she told them she didn't know. And told Stabby. And then they asked her again, and again, and she relayed that to Stabby, too, and Stabby decided to not contact them.