"Ah true about the locking out. I thought that there were always at least 2 in the cockpit on long haul, as there is a navigator as well I thought? Or is that just on the big double deckers and the 747s? "
No, aircraft haven't had a navigator for a very long time. They're all flown by a 2-person crew. Longer flights have one or two reserve crew for the cruise portion of flight. The locking out theory isn't possible and isn't as big of a concern as people think. I can't say more.
"He is convinced the airplane has not crashed and has landed somewhere. He thinks probably in a country that lacks the ability to track what's flying in and out.
However my dad is certain America knows where the plane is and he also said it wouldn't be any good if they were planning on flying it into a developed country as it would be picked up and recognised and shot down before reaching its target.
He said it could only be used to either fly into another airplane or to crash into a target such as a boat out at sea."
All very true. It's probably about the only thing big enough to sink an aircraft carrier if you fly into the side of one.
"My dad says that you can't decompress part of the plane and not the other, the oxygen masks would fall for everyone. Is that true? "
Yes. An aircraft is either pressurised or it's not. You can't just pressurise different bits.
"Which countries could they have landed in that wouldn't have noticed?"
Quite a few. I mentioned Yemen and Somalia a while back but it looks like there wasn't enough fuel for that. You need a country that won't notice or is sympathetic to your aims; a 6000 foot long paved strip (a lot more if you plan to take off again) and preferably a hangar to hide it in.
"Can you really fly 'under the radar'? If so, how low is this?"
Yes, but it depends on the radar and how far away from it you are.