https://news.vice.com/article/why-a-very-specific-kind-of-coup-may-explain-kim-jong-uns-disappearance
To hazard a guess as to what has happened: It is possible that the OGD has decided to remove Kim Jong-un as a figurehead.
There are seemingly reasons to do so. North Korea has struggled for more than a year to find a source of money to replace aid from China that was reduced following North Korea's third nuclear test in February 2013. The regime probably needs that aid to secure the political loyalty of the Pyongyang elite. Although they now enjoy much better access to restaurants, coffee houses, and consumer goods than they did just a few years ago, they have been steadily learning how poor they are compared to the Chinese — let alone the South Koreans — and demanding more goodies that the regime is struggling to provide.
The regime has tried to secure significant investment from Russia, and senior North Korean officials have toured other countries in Europe trying to find money there too. Both efforts have failed, and it is hard to see where the regime could now turn for financial assistance other than to South Korea. Perhaps Kim resisted reaching out to the arch rival, and the OGD decided that, for the regime as a whole to survive, Kim had to go.
Some have said that if there were a coup, bloodless or otherwise, then we should observe movements of people and of the military that do not seem to be occurring. A classic coup might provoke such movements, but a silent takeover by the OGD probably would not. The North Korean military are under the command of the Korean Workers Party, and if the OGD decided to take Kim out of the limelight, it would be simple to instruct the party to order the military to carry on as usual. And with the OGD continuing to run the country, it would be business as usual for North Korean civilians.
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