What must the family do after they left Makkah for Jeddah without completing Sa'i due to the son getting lost, knowing that one of the women has died, another is married, the third is unmarried, and the father is married?

The father must repent. Everyone must know that they are still in a state of ihram (definition) unless they have performed a ritual after the incident. They must avoid the prohibitions of ihram and return to Mecca to complete the umrah (definition). If that is not possible, they are considered to be in the status of one who is prevented (muhsar), and they may exit ihram by intention and by sacrificing a hady (a sheep that meets specific conditions), or by fasting ten days if they are unable to do so. Whoever among them died before completing the umrah died in a state of ihram, and no one completes the ritual on their behalf. As for whoever entered into ihram for an umrah after the incident and completed it, they have exited ihram. However, their ihram for the second umrah is invalid because they were still in ihram from the first ihram. As for whoever entered into ihram for hajj after the incident, they have combined hajj with umrah, and there is a difference of opinion among jurists regarding the validity of this.