Police Locate 2 Bodies Believed to Be Missing Sisters, Hours After Finding Pregnant Mom's Remains

Police have found the bodies of two children believed to be those of young sister allegedly murdered by their father.

The Town of Frederick, Colorado, released an update on their Facebook page Thursday night in which they announced they “have strong reason to believe” the bodies are those of Bella, 4, and Celeste Watts, 3, the daughters of Shanann Watts, whose body was found earlier in the day. Shannon was pregnant.

“An update on the Shanann Watts Investigation: On August 16, 2018, during the late afternoon hours, evidence technicians from both the Colorado Bureau of Investigation and the Frederick Police Department located two bodies whom police have strong reason to believe are Bella and Celeste Watts, the daughters of Shanann Watts,” the update read.

“While we will not disclose the location as to where these bodies were located, police can say that they were found in close proximity to the other body whom officers strongly believe is Shanann’s,” it continued.

“The Frederick Police Department and CBI will not answer any questions and ask that all media inquiries be referred to the Weld County District Attorney’s Office.”

Shanann, 34, was 15 weeks pregnant when she and her two daughters went missing on Monday from their Colorado home.

The girls’ father, Christopher Watts, was arrested by the Frederick Police Department on Wednesday night.

He made his first court appearance on Thursday, according to The Coloradoan.

He has been charged with three counts of murder in the first degree and three counts of tampering with physical evidence, according to a recording on the phone number for the Weld County Jail Thursday afternoon.

CBS Denver reported that Shanann’s family said in a statement, “It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella (4), Celeste (3) were viciously murdered by husband Chris Watts; who confessed to the killings. Please keep Shanann’s parents and brother in your prayers.”

Chris Watts had previously expressed concern about his family, telling KUSA that he is “hoping right now that she’s somewhere safe.”

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

It was not immediately clear if Christopher has an attorney who could comment on his behalf.

A family friend told PEOPLE Shanann and Chris “were having marital problems and she was getting ready to leave him” before her death.

According to Shanann’s Facebook page, she and Christopher were apart much of the summer. In June, July and a portion of August, she and the daughters spent six weeks in North Carolina with her family.

They returned home to Colorado on Aug. 7. Shanann was home Aug. 8 and 9, then left for Scottsdale, Arizona, for a work trip, according to her Facebook page.

She returned home around 2 a.m. on Monday, a friend of Shanann’s told local TV station KDVR. Her friend reported her missing hours later, police have said.

After Shanann and the girls went missing, Chris told a local ABC News affiliate that he had had an “emotional conversation” with his wife just before she vanished. “But I’ll leave it at that,” he said.