A couple of possibilities:
1) The records already exist, but just are not in your ward. I'd do a record request and see what happens.
2) The children are recorded on the parent's records, but no "child of record" was created for them. If the family are converts, that would explain a lot as the mission will notate all children, but doesn't create records for anyone not baptized. You should be able to create the record, but I'm not sure of the details.
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