My older brother and I have been trying to remember this show for years. We don't know if it was aired in the 80's or 90's since we had an episode or two recorded on VHS and we were both pretty young.
All we can remember is a boy searching for his father (and probably more of his friends and family) who have been kidnapped by the big bad guy. He was being kept prisoner on a spaceship which, at the end of the episode, took off into space and escaped the protagonist and his allies.
My brother seems to recall the name "Cony" or "Koney" or some variation thereof being involved, but my searching has not yielded any results so it might not be related.