She is not a credited actress in Transformers: The Last Knight, so I’m banking on Mark Wahlberg, who was speaking with Collider, having a line or two about what happened to her, before all of the explosions start.
Maybe she’s tucked away somewhere, safe?
Cade Yeager’s daughter, Tessa (Nicola Peltz), was caught up in the Bay-hem of Transformers: Age of Extinction, driving her father into hysteria when he had to board a spaceship to retrieve her kidnapped rear end.
At the end of the sequel, Optimus Prime ordered the Autobots to watch over the Yeager family, though it sounds like Cade is taking matters into his own hands, and protecting Tessa by staying far away from her.