It might be worth speaking to former colleagues to see if they’re able to help with tracing your pension. They may be able to give you details of the scheme, such as its name or contact information.
If you paid into a personal pension, you might be able to check your bank statements to see where your payments were going.
Was your pension a defined benefit or final salary? Then it’s possible that it’s been taken over by the Pension Protection Fund (PPF).
When an employer is no longer able to pay the pension benefits promised to its members, the PPF will take over and provide the benefits (subject to limits).
You can find a list of schemes the PPF looks after on the PPF website
Have you’ve tried all the options above and are still unable to find your pension? Then you might want to look at the Unclaimed Assets Register and/or The Policy Detective. Both of these are commercial websites.