How do I find a lost ship in my fleet?

You need to View Player Info (default key is I). That brings you to the following screen:

This shows a list of all your ships and their current system, among other things. You'll find your ship there.

In the above image, my ship Astrid is in the Markab system. I recently told my escorts to "Hold" in the Altair system, then told them to "Gather around me". I took the screenshot as they started to come to meet me.

Escorts are pretty intelligent, and there are several behaviors they can follow, depending on what commands they were last given by you. The two main ones are these:

• "Gather around me": Escorts try to follow the flagship (you!), though it can take time for them to travel from wherever they are to where you are now.
• "Hold": Escorts stop moving and stay wherever they are. If you do, they'll stay in their position and in the same system until you tell them to move.

You can also "Park" escorts on a planet if you want them to not travel with you.

If an escort is trying to get to you, they will slowly jump their way to you. If they don't have enough fuel to make it to the next system, they will try to land on a planet in their current system to refuel. If they are in an uninhabited system with no ports, then they will try to flag a virtual passing ship in that system for help.

Rather than travelling to your escort, you might just want to order them to come to you! (Of course, this won't work if they are disabled.)