Shelly Miscavige is the wife of David Miscavige, the leader of the organization. She has not been seen publicly since 2007. Leah Remini, who famously left Scientology in 2013, filed a missing persons report for Shelly.
Remini has been very vocal in publicly denouncing Scientology, going so far as to host a series where she investigated the Church of Scientology across 37 episodes. "Leah Remini: Scientology and the Aftermath" aired from 2016 to 2019. She was appreciative of Carmichael for the joke, tweeting out the clip and adding, "Thank you Jerrod Carmichael! Where is Shelly??"
Within a few days of Remini's filing, the Los Angeles Police Department said that they had located her and subsequently closed the case. Representatives for the Church of Scientology have said as recently as 2018 that she remains active in the church and is living a private life.