I think it is likely that they looked around the apartment and close by, but they didn’t appear to join in any of the organised searches.
That appears to be the case. In fact Kate comments on this in 'Madeleine'.
End of Chapter 5:
"We probably could have stayed in our apartment, but who would have wanted to? Looking back, it’s inexplicable, of course, that we should ever have been left in what was now a crime scene. We shouldn’t even have been allowed to take things out of the children’s bedroom. Mark Warner had prepared another flat for us on the first floor of an adjacent block, but Gerry and I were in no condition to be on our own. We couldn’t look after ourselves, let alone the twins. So the staff put up two extra cots in Fiona and David’s apartment and we carried a sleepy Sean and Amelie into their sitting room. But I needed to keep them close to me. I lowered myself down on to the couch with Fiona. She took a twin from me and we both sat there hugging my children. Holding one of my babies provided me with some much-needed comfort, albeit fleetingly. On my insistence, Gerry and Dave went out again to look for some sign of Madeleine. They went up and down the beach in the dark, running, shouting, desperate to find something; please God, to find Madeleine herself. It was only much later that Gerry told me he’d already started remembering cases of other missing children and acknowledging the horrific possibility that Madeleine might not be found. It was a possibility I could not have begun to contemplate.
I don’t know whether the Mark Warner staff were still searching. I couldn’t see anyone about by this time, except for a couple of GNR police cars in the road outside and a handful of officers hanging around. None of them appeared to be doing very much. I couldn’t stand the thought of nothing happening while time marched inexorably onward. Madeleine could be miles away by now. At one point I went out to speak to the police, needing some reassurance. It was difficult and exasperating as communication was so limited, and there was no reassurance to be had. I walked briskly up and down Rua Dr Agostinho da Silva, sometimes breaking into a jog, clinging to the hope that I’d spot something in the dark. The fear of Madeleine being dumped somewhere and dying of hypothermia started to hijack my thoughts. Back in the apartment the cold, black night enveloped us al for what seemed like an eternity. Dianne and I sat there just staring at each other, sti l as statues. ‘It’s so dark,’ she said again and again. ‘I want the light to come.’ I felt exactly the same way. Gerry was stretched out on a camp bed with Amelie asleep on his chest. He kept saying, ‘Kate, we need to rest.’ He managed to drift off but only briefly, certainly for less than an hour. I didn’t even try. I couldn’t have allowed myself to entertain sleep. I felt Madeleine’s terror, and I had to keep vigil with her. I needed to be doing something, but I didn’t know where to put myself. I wandered restlessly in and out of the room and on to the balcony. At long last, dawn broke."
Start of Chapter6:
"Friday 4 May.
Our first day without Madeleine. As soon as it was light Gerry and I resumed our search. We went up and down roads we’d never seen before, having barely left the Ocean Club complex all week. We jumped over walls and raked through undergrowth. We looked in ditches and holes. All was quiet apart from the sound of barking dogs, which added to the eeriness of the atmosphere. I remember opening a big dumpster-type bin and saying to myself, please God, don’t let her be in here. The most striking and horrific thing about all this was that we were completely alone. Nobody else, it seemed, was out looking for Madeleine. Just us, her parents. We must have been out for at least an hour before returning to David and Fiona’s apartment, where Sean and Amelie were now up and about."
