That may be hiding in the bottom of your childs soft toy pile. it was grey/blue and nice and soft, around three years old??... Yes we let DD get so ridiculously attached to it that she hasn't slept properly since she lost it. I have combed ebay but no joy.
We tried to get a second one when we realised how much she loved it. I have found a photo of her cuddling it so will try to make a profile page. Thanks for replying ladies, gives me hope one will be found.