If this race existed, and that's a big if, it would have been advanced enough to interact with a lot of early cultures. A lot of things could account for an advance culture leaving no trace. Though there are pieces here and there that could account for them. I wonder if a valid reason for the tribe in Africa knowing so much about the dog star has every been thought up?

If this advanced culture used biodegradable building supplies, and for everything else, and if they cremated their dead, or if they buried their dead in soil and their bones disintegrated quicker.

Without evidence, we will never know for sure.