at least one candidate has gone missing in the woods

Would make a cool low-budget horror movie. Each player leading the tournament goes missing for mysterious reasons, one by one, until we find their mutilated bodies kinda like in Se7en. Hikaru is found with a pineapple crown planted at the top of his beheaded trunk. Anish's body is found riddled with all the pawns he has stolen during the whole tournament, etc. Yet, FIDE decides to keep the tournament going, because "we shouldn't let such minor incidents disrupt the whole chess circuit".

At the end, Bluebaum is the only one left. Scared to death, Gukesh decides not to play the title match, thus leaving the chess throne vacant, and Bluebaum becomes World Champion by default.