Final answer:
The provided passages do not provide information about Nick and Alex or their dad, hence it is not possible to answer what happened to their father with the given context.
Step-by-step explanation:
The question "What happened to Nick and Alex's dad?" appears to be referencing a narrative context that is not provided here. Without the specific context or story involving characters named Nick and Alex, it is impossible to give an accurate answer to what happened to their dad.
The passages provided reference different characters and scenarios that do not shed light on Nick and Alex's situation. The characters mentioned are Adoniram, Sarah, Nanny, Mrs. Penn, Peter, Wendy, and the Hadleys, none of whom seem to be related to Nick and Alex. The information given does not contain details about Nick and Alex or their father's predicament.