A bit of a puzzle, this one. The neighbour presumably left no way of contacting them because of you having had to contact the estate agent, but do you know whether or not they had any other family in your area?
A long shot, but do you happen to know the registration number of the car taken from your neighbour's, you could pass it on to the Police but they probably wouldn't want to know unless it had already been reported as stolen?
Get back to the estate agent and see what, if anything, they've found out. Technically you may have no official right to know but, as a concerned neighbour they should treat your enquiry sympathetically.
Good luck.