This has been reported already through the proper form just posting here also to see if anyone else has come across this specifically

REPORTED BUG: Cait has permanently disappeared.

EXPLANATION: I had Cait as my companion while heading to complete quest "Benign Intervention", I completed the task "Bring Cait to Vault 95" but I did not enter. I then went elsewhere and switched companion. I am 100% positive I sent Cait back to Sanctuary. 40h of playtime later and I have yet to see her again.

STEPS TAKEN: I have built and rang the bell in every settlement and done a headcount as per the amount of settlers the game claims there should be, Sanctuary is the only place with a person missing. I have went back to the Combat zone. I have proceeded with the "Benign Intervention" quest alone in hope it would make Cait appear. Cait has not appeared under and of these circumstances.

CONCLUSION: Cait is waiting in a location I have not yet backtracked to, or my game save is broken. This bug could be related to the game expecting me to enter Vault 95 upon arriving there, and further did not know what to do when Cait was dismissed before completion.

POSSIBLE SOLUTIONS: Give console players a tool which allows them to locate companions.