I believe it is possible, but it depends on the event that caused them to become lost (And it might also vary between game modes? I always play on Expanded). Some events seem to send them directly to StarClan, others should add them to an "outside the clans" tab in the Cat List. There are rare events you can encounter while patrolling that will bring lost cats back into your clan sometimes :) I think they're very unusual to see, but I know some folks have had this happen.