I also was wondering what happened to the soldiers who were not caught, if any? Where did they go, and what happened to them?
Also, I am speaking of the invasion of March 1941.
According to The Last Lion - Defender of the Realm 1940-1965 by Manchester & Read (page 334), 40,000 British and ANZAC troops were evacuated from Greece in April 1941. That would leave about 15,000 total casualties - Killed, unevacuated wounded, and POW.
Still from that source (page 356), Casualties in Crete a month later were 1,700 killed, 2,000 wounded, and 12,000 POW.
Unfortunately, while Reid spins a very fine story from Manchester's notes, a couple of really blatant errors have led me to conclude that one cannot rely on any detailed numerical research presented in that book. In that light:
Churchill himself in The Grand Alliance (page 232) lists attendance and evacuees in Greece as follows (from which my calculations give total evacuees and casualties on the last two lines):
Further in The Grand Alliance (page 209-210) Churchill reports evacuees from Crete as follows:
with only about 6,000 left behind.
Churchill states that initially it was believed that only about 3,000 were left behind in Crete, but that this figure was later revised upwards to almost 6,000. The figures above may be from the initial estimates.