I've had fish get themselves trapped in the skimmer and then live under the pumps for who knows how long. Enough food apparently drifts in there for them to survive. I've also had fry get into the same situation, but they get sucked up the pumps. I have filtration in the waterfall, so that generally means the end, but once I found a fry in the stream between the waterfall and the pond, so it must have made the full journey. This wouldn't happen with a big fish, though.
To just re-iterate what others have said, it could well turn up in the future after being in some odd nook. On the flip side, I've had herons eat fish through the netting, so don't necessarily assume it's NOT an evil heron just on that basis.