“Shadowplay” is episode sixteen of season two of Star Trek: Deep Space Nine.
Dax and Odo are in the Gamma Quadrant in a runabout surveying planets, when they stumble across one with a source of unusual emissions. The emissions are coming from a small village, apparently the only inhabited place on the planet.
When they beam down, Dax gets a bit involved with the generator producing the emissions, and they get discovered. People have been disappearing from the village, and Odo and Dax fall under suspicion – mostly due to a lack of any other suspects – but this quickly ends.
Odo offers to help with investigating what is going on, and discovers that not only has no-one in the village ever left the valley it is in, they never even considered looking anywhere outside the village for the missing people. The village’s leader is curiously adamant that the missing are not outside the valley.
Back on DS9, Quark is trying to make use of Odo’s absence to get some shady deals past Major Kira.
There is another mention of Changelings, and of the Dominion.