We last saw him this morning, not long after his latest blog post. He went out to try out his new woolly santa hat in the snow and to get a newspaper. He never came back. A couple of hours later, we received this picture:

At first we thought he might have stopped by a friend's winter fire to warm up, but soon after we received this threatening message:
"Your little monster's getting hot."
No other messages or ransom demands, but we await instructions from the monsternappers. In the meantime hope that somehow, MM is able to send us a message.