I went to their room but they weren't there.(彼らの部屋に行ったけれどいなかった)
「呼びに行く」を無理に訳さないほうが自然かと思います。
They didn't come to the front desk to check out so I went upstairs to their room, but they had been gone already.(フロントデスクにチェックアウトしに来なかったので、上の階の部屋に行ったけれどすでにいなかった)