....
Where I drilled into the wall, for the 8" shelf, i found the stud no
problem. But when i went to drill 12"s higher for the 10" shelf, no
STUD!! I ran the stud finder around where it should be, and nothing.
I then tried screwing in a 2" screw wherei drilled and it doesn't
appear to be there.

Anyone have any ideas? ...

Sounds strange, but who knows what may have been done during the
framing (or some remodel)? I'd say it's time for the wall anchor or
moly bolt(s), depending on load. How much weight you expect this shelf
to hold?

It's unlikely to be worth tearing the wall open to put something solid
in there unless you really _must_ have a lot of weight on a wall-hung
shelf. (That is, if it's for a library shelf w/ lots of heavy books or
some such and can't switch to using a bookcase or supported shelving.)

One alternative would be to go to the very top of the wall just below
the ceiling and find the top plate and fasten into it and hang
something from there to use as the mounting. (One would assume there
_is_ a top plate. )

Oh, a couple more last thoughts---have you explored a couple inches
either side of the last position to see if by chance when the wall was
framed one end of the stud was laid on one side of a mark and the other
end the other? That's a 3" offset from one side of one to the other
side at the other end, possibly. Stranger things been known to happen,
for sure. Also, what happens if you do the "hunt and peck" operation
in steps directly above the last known place? Might then be able to
follow it's path or discover it actually does simply end.

Oh, the ugly thought...any chance there's been some damp or other
problem and you've just uncovered termite or other damage? This
room doesn't back on a "wet wall" by any chance?