My fiancee is supposedly locked up but they refuse to tell me which jail he is in so what do I do?

Yesterday my fiancee and I were at 7-11 because he had bought some cigerettes.After that we went to Mcdonalds to get something to eat.He had to use the restroom so I waited outside to smoke a cigerette. Suddenly the police pulled around the cornor.He was still inside. The officer's got out of the car and asked me some questions. They were basic questions like where we lived and what we were doing there.Then they asked where my boyfriend was at. I told them that he was in the bathroom. One officer went inside to get him while the other waited outside with me. When my boyfriend and the other officer came back out the two officer's told me to leave. So I felt like I had no choice but to leave. So I left and walked down to walmart which was about a block or so from the Mcdonalds where we were at. I was going to come back over there after the police had left.about 10 minutes later i went back to Mcdonalds to get my fiancee but when I got there he was gone,One of the officer's however was still there.So I asked him where my fiancee was. he told me that my fiancee was taken to Henrico county lockup for missing court.I immediatly went back to my friend's apartment where my fiancee and I were staying at. I had to wait until my friend got home to use the phone. she came home about 2 hours later. when she came home I immediatly used her phone and called Henrico county lockup. But when I called the lady who answered phone told me that there was nobody named Lamont Gamble there so then I tried calling Henrico county jail.They also said there was noone there named Lamont Gamble. So I tried calling Richmond city lockup and Richmond city jail. Both places told me that there was no Lamont Gamble. I don't know where my fiancee is. I don't know where else he could be. I am wits end so to speak. What kind of lawyer do I need to find to help me find out where my boyfriend is at? Or do I need a lawyer at all?