An entire army vanished without a trace. What happened to the Lost Legion of Rome?

The Legion IX Hispana, an elite unit of the Roman army, was stationed in Britain around 120 AD. Their last known action was quelling a local rebellion. After that, all historical records about them cease abruptly. There's no mention of them in later military records or any sign of a battle where they could have been annihilated. Their disappearance has perplexed historians for centuries, with theories ranging from a secret transfer to the Middle East, decimation by northern tribes, to supernatural intervention.