Shannan Watts and her daughters, Bella and Celeste, have been missing since Monday and were last seen in the area of Frederick, Colorado
Credit: Frederick Police

A pregnant Colorado woman and her two young daughters have vanished, leading to a search that is now in its third day as authorities worry the family could be in danger, PEOPLE confirms.

Shanann Watts, 34, and her daughters, ages 3 and 4, have been missing since Monday, the town of Frederick wrote in a Twitter post on Tuesday.

Law enforcement has since upgraded the status of the case to “endangered missing” given how long Watts and her girls have been gone, according to the Longmont Daily Times-Call.

Watts is 15 weeks pregnant, according to authorities. Her children may have medical issues, police said, though further information about their health history was not available.

The three were last seen in the Frederick area, according to investigators. There is no vehicle associated with their disappearance.

A friend of Watts told local TV station KDVR that she dropped Watts off at her house early on Monday after they returned from a business trip — but then she called police later that day after not hearing from Watts again.

Chris Watts, Shanann’s husband, told news station KUSA that he is “hoping right now that she’s somewhere safe.”

“Like, this house is not the same. Last night was traumatic,” he reportedly said on Tuesday. “Last night was — I can’t really stay in this house again with nobody here.”

Credit: Frederick Police

Speaking with KDVR, Chris said his “heart is racing a mile a minute.”

“It’s not something I could ever, ever fathom would happen in my lifetime, and I have no inclination of where she is,” he said. “She said she was going to a friend’s house with the kids and that’s the last thing I heard, and that was it. It was very vague.”

Authorities do not yet have enough information to determine whether foul play is involved, Frederick police Sgt. Robert Bedsaul told the Times-Call.

However, he said, “It definitely is a concern because we don’t know where they are.”

One of Shanann’s friends reportedly wrote on Facebook that she left her phone, purse, car seats and her children’s medicine at home.

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Police said that, according to the Watts’ family, it is very unusual for Shanann to leave with no notice, local station KCNC reports.

Watts is described as 5-feet-5-inches tall and weighing 148 lbs., with hazel eyes and black hair.

Her daughter Bella is 3-feet-6-inches tall and 40 lbs., with brown eyes and brown hair. Her other daughter Celeste is 3 feet tall and 37 lbs., with hazel eyes and blonde hair.

Credit: Frederick Police
Credit: Frederick Police

“Celeste, she’s just a bottle of energy,” dad Chris told KUSA. “I call her ‘Rampage’ because she’s got two speeds: Go or she’s sleeping.

“Bella, she’s the more calm, cautious, mothering type and she’s more like me. She’s more calm.”

The FBI is also assisting the investigation.

Anyone with information is urged to contact Detective Dave Baumhover at 303-652-4222 or or the Frederick Police Department at 720-382-5700.