The move you make doesn't have to be related to the move they made.
I mean, the above ideas are all good stuff too, but the move you make as an MC is not a fictional consequence of the thing the PC just failed to do. It can be, and often will be, because whatever move you do make has to be a fictional consequence of something, and here's a big something right in front of you -- but that's not the only thing going on.
A missed move is an opportunity for you, as MC, to look at the whole situation -- on and off screen, involving the PC's recent action or not -- and decide where you are going to push next. If you decide you want to separate them, or deal them harm, or take away their stuff -- and if there's an obvious reason that could happen right now, based on your principles and knowledge of the world -- then just do it. They also fail whatever they were doing, of course, but that's not the reason. The reason is, it was your turn to do something.