That’s … an unusual situation for a flygon, especially one that’s been well-trained (as I assume yours has). The important thing is that accusing your flygon or being stern with her will not yield any answers. What you’ll need to do is check her usual hiding places. Keep an eye on her if you let her out and try to follow her if she strays from your yard. In addition (not alternatively), ask her nicely and offer her treats if she’s seen your friends. It might even be a good idea to invest in a psychic-type to ensure she’s telling the truth (or to find your friends if she isn’t).
In the meantime, regardless of whether or not your flygon is involved, it may be a good idea to approach the issue that is her overprotective behavior. It may even encourage your flygon to show you where your friends are if she was involved in their disappearances. It’s important to reassure her that you’re not replacing her by maintaining the same level of affection and attention as you usually do. However, it may be prudent to get more pokémon anyway to help her socialize and get used to the idea that you can be “shared,” as it were. As you do this, remember to maintain the amount of love you give your flygon to avoid making her feel like you’ve replaced her with new team members. You may even want to be present as she socializes with her teammates at first. Once she gets used to the idea of sharing you with others and of being around other beings, then you can introduce her to people, but start with public areas with many people, rather than one-on-one interactions with personal friends. If she can get used to seeing you surrounded by other humans, then she’ll find it easier to get used to you forming bonds with some of them. At that point, she may open up and help you find the friends you’ve already made.
Of course, it’s also important to report your friends as missing and to communicate as much as possible either way, as if your flygon is responsible, then it will be some time before she opens up and tells you where they are … and by then, well, law enforcement may be involved. The more you communicate, the more you can make it clear that you didn’t kidnap them.
Best of luck, anonymous!