In "Le robaron a mi abuela", you are right that there isn't an explicit DO. We only know that there was some property stolen from my grandmother, because of the usage of "le". If the sentence would have been "robaron a mi abuela", only the context can tell if it was her or her property that was stolen.
And in the case of "se lo robaron", the listener already knows what the stolen object was. For example:
-
Le robaron
el bastón a
mi abuela.
Se lo robaron. -> The stolen thing was her cane.
-
Me robaron a
mi abuela.
Me la robaron. -> My grandmother herself was stolen from me.
However, as I was going back to your original question, I found that your first example was "
Se robaron a mi abuela", not "
Me robaron a mi abuela".
I'm finding it hard to explain, but here it's not an OD/ID "se". It's rather a use of "se" as a way to clarify it's my grandmother who has been stolen.
You could say "Robaron a mi abuela", but if the context is not clear, the listener will think something was stolen from her. Yet, if you say "
se la robaron", there is no doubt that it was the person herself and not anything belonging to her. Also, this "se" makes it clear that she was taken away against her own will.
- No encuentro mi teléfono. ¿Quién se lo llevó? -> Since it's not a question about where or to whom the phone was taken, I'm emphasizing the fact that it was taken away and I could not do anything about it.
- ¿Por qué se trajeron al niño a la fiesta? -> Here, I'm emphasizing that the kid is here because of the sheer will of the people who brought him to the party, nor mine or the child's opinion were taken into account.
Anyway, keep asking questions until you're satisfied with the answers; I know it's pretty confusing.
