Betta and Neons not getting along

Well a five gallon tank containing a Betta and four other fish can be a
pretty tight fit, since adult male Bettas are rather territorial
anyway,...You should of had a bigger tank,...a 10 gallon one to give
each their own space to get away from the other,...or two 5 gallon
tanks. Some Bettas are pretty laid back, some are even rather shy and
retiring,...But then there are others who'd hassle an adult Oscar, if
you know what I mean.
And as far as the missing fish,...Have you looked outside the tank, on
the floor, et cetera? I don't know if your tank is covered or
not,...but when fish are hassled by an aggressive fish, they sometimes
jump upwards to get away, and either end up as mummified carcasses, or
even kitty sushi,...~Dean.