I think it was Luluka (Cure Arcana Shadow), personally. Considering she IS a Precure, but just currently working under the Phantom Thieves, this aligns perfectly with someone disappearing. Key word, disappearing, because Phantom Thieves are masters of disguise and know how to keep themselves hidden from the general public. If she's now affiliated with such an organization, it would explain her disappearance. Let's go under the assumption that it's Cure Eclair instead. What would be stopping Jett from easily being able to locate her at a nearby school? I mean he certainly would have seen her civilian form, or at least some record of it, considering that he has the information of the specific date the Star Detective disappeared at.

Another detail is that Luluka's wistful expressions on her face in the opening (and her presence as an ally in the ending) REALLY gives off the impression that she was forced to the Phantom Thieves' side against her will. Probably not physically, but there's definitely some mental barrier that's keeping her feel obligated in staying. In these circumstances, I doubt she'd want to confide in anybody about her whereabouts because she'd be branded as a traitor, or because she has a specific reason to not want to involve anybody she trusts or knows. So that would also help explain the Star Detective's inexplicable disappearance.

I definitely made some leaps in reasoning there and I don't know how this response turned so in depth LOL but yeah that's why I'm really it leaning Luluka that Jett was referring to. I believe that Cure Eclair, as of episode 2, is not yet a cure, and that she'll be the mid season Cure instead