It's my understanding they go through customs once they disembark their international flight, which they probably did, otherwise the red flags would have gone up in NYC rather than Bozeman, because Customs agents have a record of the passenger lists of inbound international flights long before they ever arrive. Montana State University was expecting them to show up on a certain date, they never did.
My theory is, they did go through customs in NYC and might have ditched their visas once they were allowed through.
Thank you both for the information. Why would they ditch their visas, unless of course, they aren't "students" and won't be needing them anymore. shudder