Right, Fraix, your question.
Wedge, check the video portion on the CIC main site--under WC3, there are a number of video clips that were eliminated from the PC version but included in the 3D0 version (or just specifically created for the 3D0 one); included is a Hobbes "locker message."
Personally, I prefer for his disappearance to remain a mystery, as it adds to the overall feeling of melancholy and desperation that prevails at that point in the game, but I guess that it's canon...