Watts was 15 weeks pregnant at the time of her murder in Frederick, Colorado, allegedly at the hands of husband Chris Watts
Credit: Shanann Watts /Facebook

Shanann Watts‘ friend Nickole Atkinson was the first to realize something was wrong.

Atkinson had dropped Watts off at her home in Frederick, Colorado, early on Aug. 13 around 2 o’clock but didn’t hear from her again, Atkinson said on Monday’s Good Morning America.

“She went inside, turned around and waved at me and shut the door,” she said of Watts, describing perhaps the last time anyone outside of Watts’ family saw her alive.

At some point after that, likely in her own home, Watts was allegedly murdered along with her two young daughters, 4-year-old Bella and 3-year-old Celeste.

The suspect? Watts’ husband of nearly six years, Chris Watts, 34, who was arrested on Wednesday night.

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Shanann, who was 15 weeks pregnant at the time of her slaying, was reported missing by Atkinson herself on Monday, some 12 hours after they got back from a work trip.

Atkinson said on GMA that Shanann missed a doctor’s appointment that day.

“She was going to get to hear the baby’s heartbeat and see how he or she was doing,” Atkinson said. (Another friend, Ashley Bell, has said that Shanann was planning a sex reveal party for the weekend after her death — and Shanann’s brother said she was pregnant with a boy, to be named Nico.)

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On the day of Shanann’s apparent disappearance, Atkinson remembered going to talk to Chris and being struck by his alleged inability to give a detailed explanation of his wife’s whereabouts, saying that she had gone on a playdate but not giving the name of the friend.

What’s more, Atkinson said on GMA, security footage around the house “showed Chris leaving that morning and there was no movement in between those times of me dropping her [Shanann] off, Chris leaving and me coming back.”

“There was something seriously wrong,” she said.

Within days, authorities would reveal their suspicions: arresting Chris and accusing him of three counts of first-degree murder and tampering with a body. A motive has not been confirmed, though multiple friends have said there were marital issues.

On Thursday, the remains of Chris’ wife and girls were found, having apparently been concealed for days.

Shanann Watts (right) and her daughters
| Credit: Shanann Watts /Facebook

Between the reported disappearances of his family and his murder arrest, Chris spoke with local TV reporters, describing himself as a grieving — even traumatized — father and husband.

Investigative experts who spoke with PEOPLE, but who are unconnected to the case, say that Chris appears to have been trying to control a situation that was spinning away from him.

He “didn’t have a plan,” says criminologist Philip Stinson. “Things unfolded so quickly that he was trapped with no alternative but to cooperate with the reporters [in his TV interviews]. I don’t think he anticipated that a friend of his wife would so quickly alert authorities to her failing to show up for a scheduled medical appointment and was not at the house on Monday.”

Chris remains in custody and is scheduled to return to court to face formal charges on Tuesday.

His attorney did not respond to PEOPLE’s request for comment.

• With reporting by CHRIS HARRIS