King Gustav's location is "unknown"

[Kneed]

I have the same problem. As soon as recruited the Frenchman Gustaf disappeared. It's been ~50 days for me and he's still gone.

Enable cheats, Cntrl+T, then check all enemy cities/castle and war parties.  One of the dev's said it would be a max of 30 days, clearly its not.  I've had the Hetman disappear from the map completely, not captured just gone. After waiting for 2 months, I went to an earlier game save. 

Use the cheat and see if he still exists, otherwise hopefully you have another save point.