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The player, vehicle, and drone's current locations are stored at a different timing. When you exit the game normally, all the locations are saved at the same time. When the game is shut down unexpectedly, the vehicle and drone's location will be at the spot that it was last saved automatically. It won't show on the compass or on the map until you are near it.
Please try tracing back the way you were travelling, you should either see your vehicle's icon on the compass, or be pulled onto your vehicle when you are near it.