Transition species usually are not very successful, so there are not many fossils to find.
The one in question here was only around for something like 100,000 years if I remember right.
Which is a fairly short period of time considering they are talking of over 3 millions years of human evolution.
And if the species did not travel much, or have a large population, fining any remains is often nearly impossible.
Species not only disappear from things like plague, competition, climate change, etc., but they can simply be absorbed by a more successful branch they can interbreed with, like what happened with Neanderthal.