Which one among the following is correct?
These were found missing.
These were found to be missing.
For me the former one sounds little bit odd since "found" and "missing" are next to each other.
I would suggest you follow your instinct on this and go with found to be missing.
Although "found missing" can be used, it is far more common, perhaps for the reason you have given, for something to be "found to be missing".
If you search for examples of "found missing", the vast majority of responses will be followed by a noun (or a determiner + noun) , e.g.
Hunters may have found missing Iowa cousins.
Woman Who Apparently Found Missing Dog Accused Of Taking Off With Pup
In fact, this grammar site listed it as #28 in a list of 100 awfully good oxymorons, along with alone together and definite maybe. So while it can be done, it may very well be found to be humorous as well.
Even then, its use can result in a double take:
Explosives found to be missing in hunt for bomb plot clue.