Bioshock 2 Little Sisters, where are they?

So I just bought Bioshock 2 today (Pretty epic game so far) and I'm in the level where you gotta fight you way to the old black lady then either spare her or kill her. I found one sister no problem and collected my ADAMS but the other two (I believe it's 2 because when I finished the level and reached the train it pop'd up with a messaged warning me to go get the other 2 sisters to upgrade my powers) are missing. I opened the map and searched each level but there are no markings indicating where they are. I even heard one in the pawn shop area talking but no matter where I look I can't find her (She's stopped talking as well so I assume she's no longer there). I did find another Big Daddy and killed him but there was no little sister around, do they just pop up randomly? I read that any sisters you don't rescue now move on to the next level, is that what happens? I really don't want to do that entire level all over again >.>