They had been last seen getting into a bus, said chairman of the commission Maxwell Paranagama.
After receiving an investigation report, the responsible Army officers will be summoned for questioning, he said.
A lack of time delayed this particular investigation, but it will definitely be looked into, he has told IBC Thamil website, gagana.lk reports.
The government is yet to respond to calls by relatives to reveal whereabouts of surrendered LTTE members during the final stages of the war.
Paranagama also said both parties to the war were responsible for wrongdoing, noting there should be no hesitancy to submit the commission report to the UN or any other body.
Commission accountable only to president
However, the president has appointed the commission for it to report back to him, and not to the UN, NGOs or civil society organizations, he stressed.
The UNHCR has recommended the disbanding of the commission, without citing any reason, Paranagama noted.
At Geneva sessions, UNHCR chief Zeid Al Hussein has questioned the credibility of the commission and requested that the complaints not hitherto investigated be handed over to an independent institution.
Both he and human rights groups have criticized a lack of state protection for the witnesses.
The Paranagama commission, appointed in 2013, handed over its first report to president Maithripala Sirisena last year, followed by another.
The third interim report is under preparation, said its chairman.