What can do if I cannot locate her, neither her former place of work to get the piano?

It may not necessarily be a probate matter. If there is a writing in which the person in possession acknowledges that it was an arrangement that could be terminated at any time, with the piano to be returned to your family upon demand, the failure to do so could be pursued as an action for breach of contract or for claim and delivery. Without a writing to support the claim, and depending on the possessor's version of events, it could be a difficult case to prove, especially if many years have passed.