People.com Crime Pregnant Mom Vanishes, Husband Pleads for Help — Then 3 Bodies Turn Up: How Watts Family Murder Case Unfolded Chris and Shan'ann Watts lived a seemingly picture-perfect life with their young children, Bella and Celeste — until mom and daughters vanished. Then Chris was arrested, as the truth about the family's life behind closed doors began to emerge. By Steve Helling Published on September 18, 2018 03:19 PM Share Tweet Pin Email 01 of 10 Summer 2018: A Seemingly Happy Family In the months before Shan'ann Watts and her two children went missing — and then were found dead — she posted pictures and videos on her social media that depicted a picture-perfect family. She gushed about her husband of nearly six years, Chris Watts, being "the best thing" and said that they had a "storybook" romance. In a June 14 post on Facebook, she captured daughter Bella singing about her love for her father: "My daddy is a hero, he helps me grow up strong. He helps me snuggle too. He reads me books. He ties my shoes. You’re a hero through and through. My daddy, daddy, I love you." 02 of 10 Aug. 13: Chris' Family Vanishes USA TODAY NETWORK/Sipa USA Shan'ann, 34, returned home to Frederick, Colorado, that Monday afternoon from a work trip in Arizona. That was the last time she was seen alive. A friend reported her missing to the police the next day after Shan’ann, who was 15 weeks pregnant with a boy to be named Nico, missed a doctor’s appointment. When investigators arrived at the Watts home, the scene showed that Shan'ann had indeed made it back safely — a suitcase was by the stairs, women's shoes were by the door — but if she had left again, as Chris repeatedly told police, it seemed that she took nothing of importance with her except her children. Her effects were all accounted for: Police said her "purse, wallet and medication were all located in the house." A search began, with alerts issued for Shan’ann and daughters Bella, 4, and Celeste, 3. 03 of 10 Aug. 14: Emotionless Pleas for Help As news crews descended on the family home, Chris, 33, gave multiple interviews asking for his family's safe return. Some viewers — and investigators — noted his unusually restrained demeanor as he spoke about his missing family, despite his emotional words. "I just want everybody to come home," he told local TV station KMGH. When the reporter asked if he had fought with his wife before she disappeared, Chris said, "It wasn't like an argument. We had an emotional conversation, I'll leave it at that. But I just want them back. I just want them to come back." 04 of 10 Aug. 15: An Arrest Joshua Polson/AP/REX/Shutterstock Two days after his family's disappearance, authorities arrested Chris. They accused him of first-degree murder in the deaths of his wife and kids as well as first-degree unlawful termination of a pregnancy, among other crimes. He is being held without bond and has not yet entered a plea. Those who knew the couple were taken by surprise. And while some described possible marital tensions, no one said they had any warning of violence. "It's beyond belief, really," Kris Landon, a friend of the couple, told PEOPLE. "And it makes you wonder about other people you know. If this couple who seemed so perfect was like this, what are the other couples like?" 05 of 10 Aug. 16: Grim Discoveries Shan’ann Watts (center) and her daughters. Shanann Watts /Facebook That Thursday, only hours after Chris was put in jail, authorities announced that Shan'ann had been found dead on property owned by Chris' former employer Anadarko Petroleum, who fired him the same day he was taken into custody. Shan'ann was buried in a shallow grave at an oil work site. Her girls were found nearby, submerged in drums containing crude oil. Authorities took the bodies to the medical examiner's office for autopsy. A full report has not yet been released on the causes of death. However, a motion filed by Chris' attorney in the days after his arrest suggested that Bella and Celeste may have been strangled. 06 of 10 Aug. 20: A Shocking Defense? RJ Sangosti - Pool/Getty While Chris' legal team has not officially offered an explanation of the deaths, an arrest affidavit obtained by PEOPLE outlines a startling confession. In the document, investigators revealed they had discovered Chris' alleged affair with an unidentified co-worker, which he initially denied. Then, according to the affidavit, Chris allegedly announced he would tell police "the truth" after giving shifting accounts of his wife’s disappearance. He said he only strangled Shan'ann after watching her strangle Celeste when he told her he wanted to separate once she got back from her work trip, the affidavit states. Chris claimed that, at the same time, he saw Bella apparently lifeless nearby, according to the affidavit. Then he "went into a rage" and killed Shan'ann, later hiding all three bodies at the oil work site. However, A source close to the investigation told PEOPLE that Chris' alleged defense is not plausible: "There is absolutely no evidence that she killed her children." 07 of 10 Aug. 21: Shan'ann's Grieving Family Appears in Court RJ Sangosti/The Denver Post/Getty Images During Chris' arraignment after he was formally charged, Shan'ann's family couldn't contain their emotions as they heard details of the deaths of her and her daughters. Shan'ann's father, Frank Rzucek, openly wept throughout the hearing while Shan'ann's brother, Frankie Rzucek, glared at Chris. "My blood is boiling," Frankie had written on Facebook in the days before the hearing, adding, "I just want 30 seconds alone with that heartless psychopath." 08 of 10 Sept. 1: Emotional Farewell RJ Sangosti/The Denver Post/Getty Hundreds of mourners assembled at Sacred Heart Catholic Church in Pinehurst, North Carolina, to pay their final respects to Shan'ann and the girls. Thousands more watched the live stream of the funeral on Facebook. During the 90-minute ceremony, no one mentioned Chris. "Shan'ann was a woman of love," Father John Forbes told the mourners. "She loved God, her family and her friends. She was a woman of determination. She had dreams to be fulfilled, and she worked towards to those dreams. She wanted to make a difference. She wanted to be an exceptional wife and mother." 09 of 10 Sept. 4: Chris' Life Behind Bars Weld County Sheriff's Office Denied bond, Chris will remain in jail until his murder trial opens. On Sept. 4, PEOPLE confirmed that he had been placed on suicide watch. He spends 23 hours a day in his jail cell, where he sits in protective custody. He does not have a cellmate. Additionally, he is not allowed the same privileges as other people at the jail, including no access to weights, reading material and television. One hour per day, he is allowed to leave his cell; he is taken to a small room where he is allowed to shower and make phone calls to his family or to counsel. A source who has spoken to Chris tells PEOPLE the severity of his predicament has sunk in: "He's not doing well at all. ... Depression is setting in, and he's despondent." A day after PEOPLE confirmed Chris was under suicide watch, a source close to the case said the co-worker with whom he was allegedly having an affair was "cooperating" with authorities. 10 of 10 Sept. 7: Grief and Healing Shan'ann's younger brother expressed his gratitude to the community that has supported his family since the three deaths last month. "I wanted to take a minute and thank everyone who has helped us in every way possible," Frankie Rzucek wrote on Facebook. "From best friends and family to people from all over THE WORLD." "Its truly an honor and a blessing to be a part of this family," he continued. "Its an [indescribable] feeling when people all over the globe reach out just to send their condolences or be a listening ear." In his Sept. 7 post, Rzucek alluded to the violent way Shan’ann, Bella and Celeste are believed to have died in their home. “Never in my wildest dreams would I have ever dreamt such a horrific nightmare and just plain heartbreaking tragedy would ever happen to my regular ol happy family,” Rzucek wrote, adding: “We lost so much in a blink of an eye, but we also gained love and support from people all over and they became part of our FAMILY."