I read this a couple of weeks ago and feel much like you. I had read an article about the book beforehand which said that the mystery of the missing children is not solved so I knew what to expect but I still felt that it didn't finish satisfactorily. It was frustrating when he tried to spend the night in the wood and got so close to remembering before panicking. There were all sorts of hints but I suppose not everything in life is explained and perhaps the author felt that it was better to remain a mystery than have a mundane ending.