I'm at Ametrine City, after the "event" at the lab/the abandoned house with the prototype of PULSE thingy.
After that, Shelly asked me to come with her while she was talking to a kid above the frozen playground (?) with the 4 kids.
Instead of talking with her, I chose to explore the city and then, when I came back, they disappeared (Shelly and the kid/girl)
EDIT : The city AND the buildings
It seems that it is a script/event bug (I don't really know, I'm not really into this stuff) and I wish it could be rectified. So I can't progress any further