I lost Serana as well. I'd completed Dawnguard and was in Solstheim when she disappeared. Looked everywhere. Fast travelled. Tried going through doors. Waited for days. Nothing. Went to my house and asked husband to follow me ... was shocked when he said yes. Reloaded and went back to where I last saw her for confirmation that she was dead. But instead of a body on the ground where she was last seen fighting a Riekling, there she was ... floating in the ocean! I tried swimming around but she wouldn't follow. I tried dragon shouting her out of the water (seems to work when she gets stuck on a twig or staircase), but no luck. When she was on the surface the chat options were available, but not when she was underwater (which she seemed to really like doing!). After 20 minutes of swimming around, diving under ice bergs, dragon shouting, or just plain staring in disbelief, I gave up and took my goodies back from her just before she disappeared under the water, not be be seen again. Fast travelled to Raven Rock and lo and behold there she is, behind me. Go figure.