I've had a few fish "disappear" to never be seen again. Most recently, it was a cleaner wrasse that I had for about 6 months. I thought he may have been hiding, but after a month and no fishy..I can only assume the worst. I got into my tank and started changing around some liverock (I'm afraid he may have gotten buried under some rock).
If your fish did "pass away", any hermits/snails/worms/fish should clean the remains out pretty fast. Just keep a good eye on your skimmer for the next few weeks and make sure it's getting most of the organics out. You also may want to test for ammonia, just to be safe.
In my opinion, tearing down the entire system just to find out whether the fish is dead may do more harm than good. Even if you were to find a "body" (or what's left of it), you may stress everthing out more by disrupting everything. Keep an eye on your parameters. If they get out of line, then I would think about searching around. More than likely, you should have no problems. I've lost a chromis once that never re-appeared and everything came in at a normal range (ammonia, nitrite, nitrate, etc.). A damsel isn't much bigger than a chromis, so I wouldn't be too worried.
I agree with MickAv8r....most likely, any remains is already taken care of (eaten by cleanup crew/detrivore kits).
I'm sorry to hear about your fish.
However, he may still show up. Although, I've never seen any "shy" damsels, he may pop out in a day or two.
Hope that helps,
Eboman