It is eventually revealed that Mr. McFly’s grandmother was never missing; she and her family faked her disappearance to have a party without him.
Wanted Dead or Fly - Oddballs (Series 1, Episode 3) - Apple TV [S1E3] Wanted Dead or Fly
After hearing about the missing grandmother, James buries the fly in the middle of nowhere and even goes to buy a shovel to further hide the evidence. It is eventually revealed that Mr