Grindelwald escapes prisons and sets out to find and kill Newt. Being able to sense imminent danger saved Newt before, so in order to get Grindelwald off his tail, he fakes his own death in a relatively public place but making sure no body could be retrieved.

Too bad he didn't have time to warn his brother and new friends in advance, so they actually believe him to be dead.

When it's safe for him to return a little worse for wear but alive, Graves and Theseus - after almost having a heart attack - turn into protective motherhens.

Bonus: Newt actually sent a coded warning but it didn't reach them in time and they never got around to read it afterwards. In the end it was better because their reactions when facing Grindelwald were genuine.

Btw, for the sake of the prompt, Theseus doesn't own a wizarding clock keyed to Newt that could show that he is still alive.

Angst is great, hurt/comfort and fluff afterwards is even better.