Okay, so everyone will take a shift.
Senine will go first, then Sanjay, Alminar, Salem, and finally Thistle.

Perception rolls:

Senine: 15 

Sanjay : 8 

Alminar : 21 

Salem : 22 

Thistle : 23 

As Senine sits the first 2 hours, everything seems quite peaceful. The fire you've set up is warm and you find yourself having a difficult time not thinking about getting in to your sleeping roll yourself.

The next 2 hours are difficult for Sanjay, as you had just fallen into deep sleep when you were awoken for your turn.  Being groggy, you notice nothing and the hours pass a little painfully as you long for sleep.

Alminar is awoken gently by Sanjay, and feels rather awake after being bundled up and warm, in the crisp midnight air.  Nearing the end of your shift you think you hear some movement a distance away, but it's a soft sound and though you listen closely, you don't hear much else.  When you wake Salem, you relay that you heard a small noise but nothing more, and you head to bed with no worries.

Salem however is somewhat worried by there being any movement in the area at all, and is wide awake for her shift.  Half-way through her rotation, she hears what sounds like branches breaking, and a big *floof*, as if something soft but heavy fell into the snow.  She decides to investigate.

Thistle had a difficult time sleeping, and though you drifted in and out, you were subconsciously waiting for your turn to take watch.  When it feels to you as if too much time has passed, your eyes open of their own accord, and you immediately notice that the fire has gone out, and that Salem is no where to be seen.

Thistle rubs the sleep from her eyes as she reaches for her glasses. When she notices that the fire is out and that Salem is gone, she jumps out of her bedroll. "Uh, guys?" she asks loudly. She nudges each of her companions to wake them. "Do any of you guys know where Salem went? She didn't wake me for my watch and I don't see her anywhere." While waking them, she glances around for a sign that could point her to where Salem has gone.

Investigation: 17

Senine snaps up quickly at the nudge, the words taking a moment to penetrate. "Shit!" Looking at the early morning sky as she starts getting her things together with practiced efficiency, she says, "She can't have been gone long,  a couple hours head-start at most. If she was taken without any of us hearing then she was probably knocked-out quick. Spread out, look around for anything that looks out of place. Drag marks, strange footprints." As she says that she starts looking around herself, gear in place.

Survival: 18

Perception: 16

Investigation: 18

Sanjay startles awake at Thistle's concern for Salem. He double-checks that his gear and the egg are nearby, donning them all just in case they need to go on a full search or in case they need to leave in a hurry.

Then, he looks around for Salem's tracks. Survival: 26