Could it possibly have fallen into the door? I'm not sure I've even looked at that before?
lol. It's certainly in the door. It screws in without much effort, so getting loose is not impossible. If for some reason the mounting tabs/threads are broke just glue it back in place.
I accidentally twisted mine when putting in a bulb and it fell through the door. Just pull up the bottom corner of the door panel and reach your hand in there. It twist locks back in.