I haven't found anything saying if they burrow or not :( I wish I could help you out with info. I'm sure you are frantic over this. Hopefully someone will have an answer for you soon.
Is there a water pump or anything in the tank that it could be hiding behind or under? If you are that concerned, I'd start digging. It'll only be a short moment of stress for the other two and it'll ease your mind loads of you find him.