I see two ways his disappearances could have played out:
Stepfather and Korrina have one of their big fights, but this one was fatal and Korrina was killed accidentally or intentionally. The body is hidden... A year later, someone aware of the family's situation finds a lonely Annette waiting at the bus stop and takes advantage of her. Maybe he lured her to her car with promises that he knew where her mom was and that he would take Annette to see her. She willingly writes the note to let Steve know where she went, and she gets in the car. and leaves. She could explain why the family claims to have received phone calls from Annette, maybe she was being held captive..
(I'm leaning more towards this theory) Korrina and Annette are dead and her husband was behind both deaths. Again, Korrina and her husband have one of her biggest fights, this one was fatal and Korrina was killed accidentally or intentionally... The body is hidden. It's possible that 11-year-old Annette heard or witnessed something that her siblings were too young to remember. Maybe she actually saw her mother's death, or Steve was just too paranoid that she knew something about her and he had to get rid of her before she could possibly be placed with other family members. Somehow (threats?) he got her to write the note...
I also believe that there could have been sexual abuse towards the little girl... I hope that one day we can find out what happened to this baby and her mother...
rest in peace mother and daughter