Ancient Aliens (Season 16, Episode 2)
I usually don’t pay much attention to theories about ancient aliens when it comes to this series on the History Channel, but because of my connection to Nicholas Roerich, I wanted to see what they’d come up with as regards to the Home of the Gods, Shambhala.
The premise they arrived at was that those thousands of missing people must have found an underground passage to this spiritual centre. Or they became invisible somehow. This is coming very close to premise behind The Celestine Prophecy. And then, just to complicate matters, the program directors took the narrative down the UFO/airship avenue, to tie in their Ancient Aliens theme.
Then They Answered Their Own Question

The ultimate fruition of the tögal practices is a body of pure light and the dissolution of the physical body at death, this is called a rainbow body
Wikipedia
And all it takes is seven days of continuous meditation (something that modern man would have a great deal of trouble doing).
In their Rainbow Body, they could go to any one of twelve spiritual worlds for further education.