I think there is some kind of glitch that keeps them in the auctions if they don't get a bid, even if the auction ends. They no longer show up in "My Auctions" either. Best thing to do is make a support ticket if you can remember their names. If you can't, make one anyway and hopefully a mod can find them and un-stick them for you.
I always bookmark my pet's auction page so that I can go and delete the auction later if they don't sell. Deleting the auction makes them return to your profile.
Hopefully the coders know about this glitch and are working on it?