Need to speak to someone about my lost iPhone. Find my phone doesn’t seem to be working (device not connected).

Sounds like it’s been powered off or the battery died. Nothing Apple can do to assist unfortunately. Your only options are to contact your service provider and/or file a police report. Keep monitoring Find My to see if it ever pops up (if someone charges it or powers it back on). This is all assuming you never turned the feature off

It means it is turned off or otherwise unable to connect to the internet to provide a location.

There's not much to be done in that case.

Apple cannot do anything to find a lost device outside of Find My iPhone.

Apple does not get involved with lost or stolen devices.