I lost grace while entering the hall in the foundry......when we get feather key and open the room....there will be a movie...after i finish i accidently leave the foundry building without taking annah and grace.But when i came back i only found annah there ...look like my beautiful grace is missing......can anyone help me

Well as I said before, if they get separated from you, they'll stay in the same spot as they were the last time (when they were still in your party). They don't go anywhere, they just stand there... all alone... in the night... erm sorry bout that :p
But really, just go back and look for her. She's definitely still there, you just didn't look thoroughly enough.