Hi Starr
Welcome to the KittyCatS community!
I'm sorry to hear you haven't had such a great start with your kitten but as mentioned above KC always retreived kitties for us real fast.
The thing is when the range of a kitty allows it to access the land boundries it will be returned to Lost & Found or to your trashcan.
Having said that I noticed lately SL isn't as reliable to actually find lost items back in Lost & Found.
When your kitty is retreived I can advice, as Nenya said, to set the range of your kitty low enough to avoid this.
I have for example fairly thick (5 meters) invisable prims to make my walls & floor thicker around the area's the kittens walk to avoid them from running away.
Because it seems thin walls they like to walk through, magical really

Also what helps a lot is setting a home position via the dialoge menu for your kitten they will always return to that spot when they are going to sleep.
Should you like the kitties for a longer time you might like to invest in a hud.
Via the Hud you can trace your kitties on the sim TP them to you or to their home location.
I hope this somewhat discouraging first encounter with KittyCatS will not drive you away because honestly kitties are so much fun!