As a bloke, I wonder if my view on things would be handy.
I'm concerned that he was doing his tax return today. Why did he decide to do it today, rather than after Xmas... has something been playing on his mind that has spurred him on to complete it. Did he finish it? Is he concerned about money? Is he perhaps concerned that there isn't the money to pay tax due?
He did tell you where he was going, which is better than just saying 'out'. With luck he will go to his parents and have a good moan to them and they may be able to get him to think about what is troubling him and how to resolve it.
I doubt that his parents would give you nice advice. Probably best not to call them again. Instead call your own relatives & friends for moral support.
Re your 3 year old - have you posted on the Special Needs board? The regular posts on that board can have great suggestions for how to help with things like language difficulties. For example, have you tried using PECS (with luck a therapist will have already suggested that)?
Always take children out for a walk every day, even if it's just for a walk around the block. It's good for you and them to get out in fresh air for a bit. I've worked with children for nearly 20 years now and I really hate being suck indoors (such as when a child is too ill to go out). I find that even a short walk, is better than none at all.
As a man, I tend to easily forget dates - such as Birthday's, Anniversary's etc. I have to have dates written in my diary, to keep me reminded of them. Therefore I am not surprised that your DH forgot about the 20th anniversary of your father's death. If he did remember, he may not have wanted to talk to you about your father encase he upset you.
Look after yourself and your children. You and they are your priority.
Make sure you have eaten tonight - make yourself something you like, something easy - Omelette with Beans on Toast for example, followed by a bar of chocolate or whatever your favourite comfort food is.
Try to get some sleep tonight. Once children are in bed (with luck they are already) and you have eaten, then try to relax... run a warm bath, cup of coco... and get some rest. Then you will be able to cope better tomorrow - when his sister arrives (perhaps she can then establish where he is, if he's coming back etc).