I thought it was an interesting attempt at discovering something potentially outstanding. It's understandable to want to clear up things from the past that feel foggy inside. If you have a little hope, it's hard to let that go. But it's obvious that they were never able to find out what happened and that's why we're watching it here, instead of it being broadcast far and wide. If they had found something significant, it would have been a bigger film. It was an attempt at a good documentary, just that.
I enjoyed seeing the inner world of this family. And I enjoyed seeing that they felt close and affectionate with each other. How much of that do you see these days? It's that love they have that shields them better from the rest of the world and gives them a sense of belonging to something special. Having lost their parents, the eldest brother now feels an even stronger sense of family and responsibility and wants to know what happened. By discovering his long lost sister, he feels it's almost like he might bring something of his mom and dad back that is gone now that they are passed away.
If one of the twins clearly lived a short life of 9 months, then maybe there was something wrong with both their health or physicality. Perhaps someone wanted to protect this holocaust survivor from the further trauma of having an abnormal child. This is just a guess. Or maybe someone did take her away.