Hi
I have a theory that suggests photon are just electrons which are moving through dark energy. When a photon hits an atom, the photon joins with the electron and moves to a higher orbit, since the photon and electron are essentially the same thing, that is a quantized amount of dark energy, they simply mix together as if they were one while they sit in the higher orbit.
The electron will site in this orbit mixed with the photon, but this is not very stable as the electron wants to drop to a lower orbit which will release the photon again.
So the answer is the photon haven't gone anywhere, they are trapped with the atom for a while until they are release again.
Best Regards
Nick