Most of what you need to know is within the link that Redman gave you.
Assuming he had a short-term tenancy agreement (and the only reason why he wouldn't have is if it was just a local informal agreement - which it shouldn't have been) then the landlord was breaking the law if he failed to place the deposit into one of the three approved schemes.
If that was the case then the route to recompense is via the County Court - as the link makes clear. You should be able to invoke the Small Claims Procedure to do this.
If it was deposited, you need to find which scheme it was deposited with and make a claim to them.
If you are struggling to find the landlord, what about the agent where the rent has been paid to? If not, get onto the Land Registry website and find the registered proprietor of the property - that LR record will also show an address - though the address may not always be the home address of the landlord (people sometimes use their solicitor's address to avoid address identification).