The only places a Pokemon can be are:
- Day Care
- PC Box
- Delivery Girl (only if not picked up yet)
I assume that if they were in your party, you'd know. You've already checked Day Care and have no Pokebank account, so that rules those out. If you're sure you have picked them up from the delivery girl already, then that leaves your PC. Sometimes (especially if you have many caught/bred) it can be hard to locate a specific one in the PC, so try using the search tool as pinckerman suggested in comments.
It's also possible that one is in the GTS awaiting a trade. Not likely, since you're missing multiple, but worth mentioning.
Other than that, they could have been released or traded. Assuming you didn't do it, there would be no real way to know this without catching the offender red-handed. If you suspect someone's Pokemon is/was yours (and they will let you look at it), you can see the Original Trainer (OT) name on the summary page.