It wasn't until I started rewatching episodes and reading more of the avatar wiki that I finally came to a good conclusion of what really happened to Zuko's mother Ursa. Avatar Kuruk, the waterbender that came before Kyoshi, had lost his wife to Koh. How? She was pulled into the spirit world. What if there were other entrances into the spirit world like the one in the oasis, and somehow, Ursa ended up trapped in the spirit world? This would explain why no one -not even June's shirshu, who can smell a rat a continent away- could find her. In the avatar comics we find out that Zuko had indeed sent numerous teams to locate his mother, yet none had suceeded. He then later consults Azula, who says she may be able to help him convince Ozai to spill the beans. Yet, we never really did find out, did we? Maybe Ozai had reasons to stay hushed. Maybe he was the one who trapped Ursa in the spirit world in the first place, if she is even there. It all makes sense when you think about, because in Legend of Korra, when Jinora asks Katara what really happened to Zuko's mother, Katara states, "Well, that is a very interesting story.". By using the word 'interesting', we can assume something strange did indeed happen. Hopefully, we will all find out eventually.