So, if I understand you correctly, anyone who clearly is missing in an ad, regardless of how many and regardless of whether their name is capitalized or not, would be keyed as "Self" (thus dropping the relationship between the missing) and anyone else mentioned in the ad, such as the father, mother, siblings, spouse or children who is not missing, would be keyed under them with the proper relationship. I think people keying this project are having trouble dropping the relationship of the missing but I'm thinking that after the project is finished, anyone searching for any individual listed would find the ad and be able to read the relationship between them all.
On another note, such as the ad attached, the only person who is not missing is Michael. Because of the phrasing of the ad, I think Michael is a son of Ann and brother to the others. I would think Michael would be keyed only once, but where would you key him (under Ann as "Son" or under Mary Ann as "Brother")?