Genealogy news is usually pretty rare on "mainstream" media, so I was glad to see the below article in the IndyStar on Friday. Another thing that I suspect is true is that many researchers automatically skip over Holocaust records because "I don't have any Jewish ancestry."
If you take even a cursory look at WW2 history, you soon realize that the Jews were not the only target of the barbaric Nazis. They were also on the lookout for political opponents, Slavs, Gypsies, gays, mentally handicapped and just about anyone who did not fit neatly into Hitler's twisted eugenics concepts. Huge numbers of these groups were sent to concentration or work camps; huge numbers were worked to death by hard labor and minimal food.
So take a look at the Nazi records just now coming to light and being scanned and indexed. Maybe your folks were in one of these other classifications that were killed.
As a personal aside, we visited Prague, Czech Republic, a few years ago, and visited the Jewish Quarter (that the Nazis carefully preserved--look that up!), and found a large abandoned synagogue building restored inside and marked from floor to ceiling with the names of Czech residents killed by the Germans. Impressive memorial. We are also going to visit the Holocaust Museum in D. C. this summer--more on that later. [And, no, I don't believe I have any Jewish ancestry.]