I've always thought it would be interesting to design a setting around people randomly vanishing and appearing on occasion. My idea is often that while dreaming, you totally exist mind and body in an alternate world, when when you dream there, you return. On rare occasions daydreaming also transports you, and when you move, you often appear where fate deems you to be, not where you were, i.e. if the party took a long rest on an eberon lightning rail, they'd awake at an inn at their destination, not just appear over the rails where the train was.

You then end up with weird worldbuilding questions too. What if your righteous paladin is a serial killer in the other world and one day he'll be recognised here, or what if your player who never misses a session plays a character who has never dreamt in their sleep yet. Would monarchies and dictatorships exist in this world when the ruler could vanish for any amount of time at any point or would ruling councils be favoured, and would there be people who train themselves not to dream to hold down essential tasks. Would you have people who train themselves to dream on command to escape danger, and could the party potentially swap to the other world and find eachother if they were cornered by enemies?

Obviously that's all for dreams,but I think it's a fun idea to approach playe absence through the setting.