Have used the DJI Fly App find my drone feature for locating a downed Avata2.  Today for the first time decided to give it a go with the Neo. Up to this point in time the last 30 sec of video and ESC beeper is all I've needed.  Normal fly the Neo within VLOS.  No issues in locating. Today Neo was within 100 meters of launch pad.  Using the Goggles3 and DJI FPV RC3.  Opened up the app and Find My Drone.  It noted unable to locate Neo due to no connection. IIRC, the Find My Drone when there is no connection will give you the last known location before loss of connection.  Last known location according to the app was my house.  I was flying at a park ~5km from the house.  Doing something wrong, but what?

With Avata2 IIRC, you need to connect your phone to the Goggles3 via usb cable.  Haven't needed to use the feature for almost a year.  Same for the Neo?  

Yes

Hi there, thank you for bringing this to our attention.
DJI Neo supports Find My Drone:
When it is connected to Goggles:
Go to the goggles’ menu, navigate to Settings, Safety, and Camera View Before Loss. You can view the video of DJI Neo from 30 seconds before it was lost, helping you determine the location where it was lost. If DJI Nep still has power, enter Settings and Safety to enable ESC Beeping. The beeping sound will lead you to locate DJI Neo.
* Recording cannot be enabled when watching the Camera View Before Loss video.
* The last location of DJI Neo when it was connected will be updated after the Goggles are connected to DJI Fly.

When it is connected to a remote controller or controlled via Wi-Fi:
Tap Profile on the DJI Fly interface and Find My Drone. You can view the video of DJI Neo from 10 seconds before it was lost, helping you determine the location where it was lost.

When it is in controller-free mode (i.e., the intelligent functions are enabled through palm takeoff):
In this scenario, the camera view before loss will not be generated, and Find My Drone is not supported.
If you have any further questions or concerns, please do not hesitate to contact our support team. We are always happy to help you!

As noted in my original post. To clarify. Aware of and have used the last 30 seconds of recorded video before loss in both the Avata2 and Neo.  DJI FPV RC3 has been set up to activate the ESC beeper with the left button switch.  So basically with the Neo when you lose the connection between the Neo and Goggles3 you are just limited to the last 30 seconds video.  No using the map option for precise directions and location as with the Avata2. Which I have not needed to  use after DJI stopped supporting the flight data info on the app in the USA last ~October. Maybe no longer functional feature in the USA?

So before each flight session will need to connect the G3 to the DJI Fly app to ensure last known location before loss is recorded.  Wondering how the app then knows last known location before loss of contact? Understand at this price point a few features will be lacking and Neo should be flown within VLOS.  I can live with that.