WATCH: Desperate search after Shanann Watts, young daughters disappear from home: Part 2

WATCH: Desperate search after Shanann Watts, young daughters disappear from home: Part 2

Transcript for Desperate search after Shanann Watts, young daughters disappear from home: Part 2

Reporter: Nothing says summer in Frederick, Colorado, quite like the town’s annual hot air balloon festival. But this past August, resident Nickole Atkinson has fear, not fun, on her mind. Her friend shanann Watts is missing. What was your first feeling in your stomach and your gut that something was wrong? She didn’t text me. I tried calling. She didn’t answer. Which is really odd, because she texts me every morning. Reporter: But on this morning, no communication from the pregnant shanann. Nickole decides to try her in person. She knows the code to the front door. What happened when you got to the house? I couldn’t get in. They had the latch on the top like they do in hotel rooms, kind of. Reporter: So, it was locked from the inside? It was locked from the inside. And then, I called Chris and asked if he knew where shanann was. And he said, “She went on a play date.” I said, “Chris, her car’s in the garage. How could she have gone on a play date when both Bella and cece are in car seats?” Reporter: She goes shanann’s ob/gyn, where she knows she has an appointment. But Shannan is no-show. She wouldn’t have missed that doctor’s appointment. My name is Nickole. I’m calling because I’m concerned about a friend of mine. She’s not answering the door. She’s not responding to text messages, phone calls. There is no movement in the house whatsoever. Reporter: As Nikki impatiently waits for the cops, shanann’s husband Chris Watts, who, at work, calls her friend cassie Rosenberg to see what’s going on. He called me. I was screaming at him. I was frantic. “You need to get to the house. Nikki’s calling the police so they could break down the door.” He said, “No. Don’t call the police. I don’t want to get them involved.” I said, “You’re an idiot, and you need to get to the house because something’s wrong.” Reporter: Frederick police officer Scott Coonrod races to the Watts house. How are you guys doing? Reporter: This is realtime footage captured on his body camera. I’ll go to the back, see if I can see anything. Reporter: After a quick check of the perimeter, Chris Watts finally shows up. This is the only vehicle she would have? Reporter: Officer Coonrod then asks to search the home. Mind if I look around? Reporter: The basement, bedrooms, bathroom. The only signs of life, the barking dog. Chris tells police he saw his wife early that morning before he left for work. The last time I talked to her was this morning. She said she was going to take the kids to a friend’s house, and that’s where she was going to be. I’ve texted her today and never heard anything. Reporter: The house appears neat and orderly. Nothing out of place or rummaged through. We all ran through the house, kind of looking for her. It was odd. The things that you did see. It didn’t make sense to me. Reporter: Shanann’s purse and wallet on the counter. Wedding ring on the nightstand. And unmade beds. Does she normally make the kids’ beds? No. Reporter: Their beds would have definitely been made? Yes. Reporter: Her sheets wouldn’t have been stripped off the bed? No. They wouldn’t have. Or even if they had, it wouldn’t have been in the manner that they were. There were sheets missing from a couple of the beds. There was a sheet missing from the bed in the master bedroom. The matching sheet, the nonfitted or flat sheet, was found in the garbage can. Reporter: Eventually, they find her cell phone. Her phone is here. She works from home. This is her lifeline. Reporter: And in the kitchen. Do your kids take any medication? Cece takes singulair, and omeprazole. Reporter: The biggest clue of all, medicines. Including little cece’s epipen. My daughter would never leave the house without her phone or the epipens. This is definitely an odd one. Reporter: Police get a break in the form of the Watts’ next door neighbor, Nate trinaistich. He has a security camera on the front of his house. It’s right there over your head. What I did is said, “I have the video surveillance.” The only thing I caught was Chris backing his truck into his garage. Reporter: Chris comes over to your home along with the police to watch that surveillance footage. Yes, he was standing right in my living room basically watching it. He looked very frantic. He had his hands like this in the air on his shoulders. He was really swaying back and forth. Reporter: Was he saying anything? No, he wasn’t saying anything. The only time I saw him show any emotion was a little bit of nervousness when he was watching that tape. My detective just showed up. Reporter: Seemingly desperate to find his family, Watts turns to the media for help. Going into the interview, we were just going to ask the husband, you know, “Do you know where she could’ve went? Are you afraid? Are you afraid for their safeties?” It’s one of those type of stories. Reporter: Tomas hoppough of ABC’s Denver station KMGH is the first reporter to interview Watts. My kids are my life. I mean, those smiles light up my life. His demeanor was very calm. He was very relaxed. I really hope that all this can lead to something positive. Which was a little bit weird for me and my photographer. Everything seemed repetitive or rehearsed. Shanann, Bella, Celeste, if you’re out there, just come back. If somebody has her, just please bring her back. I need to see everybody. Reporter: So this driveway obviously played a role. The surveillance camera over here, but this was the very porch where Chris talked to the media. Right. Reporter: Pleading for his wife and children’s safe return. There’s two things to look at here. Which is verbal and nonverbal behavior. Typically when we cross our arms, it means we’re into a defensive mode. And we want to hold in. It’s if they’re not safe right now, that’s what’s tearing me apart. “I missed this.” “I want that.” So it’s like the interview is all about him. Reporter: Did he sound worried? He didn’t give a flying flip. I said, Chris, you shouldn’t do any media. You’re the last one to have seen them. I don’t think you should. Reporter: And yesterday he did. I thank god he did it. I thank god in heaven that he didn’t listen to me. Who did you see on that front porch? Not him. Definitely somebody else. It was frightening.

This transcript has been automatically generated and may not be 100% accurate.

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