This probably doesn't apply to your situation, but Helping Hand can also be nice (Cleric level 3). It doesn't help you to know where the person is, but it can help lead the person to your location (once you get within 5 miles). This is nice if they aren't held captive, but merely lost, on vacation, or something similar. Even if they are held captive, it can let them know from what direction you are coming and they can try to make themselves more available to be rescued. The spell is best used in conjunction with other spells or when you are the one that is captive and can't leave.