since last week, and this is what we found in terms of how this case has unfolded. girls, mommy has a baby in her belly. yay! reporter: a moment of joy that s turned to pain and mystery. that was shanann watts telling her two daughters that she was pregnant again. bella and celeste were thrilled. i love you girls. i want to give the baby a hug. reporter: there s also video of her sharing the news with her husband of nearly six years, chris watts. that s awesome. i guess when you want to, it happens. reporter: but not long after that video was taken, something terrible happened. on monday last week, shanann and her daughters went missing, then came tuesday, and shanann s husband chris began a series of public pleas for their safe return.
girls were gone with so few clues. he kept saying he didn t know where she was. she was on a play date but he couldn t give us the name of the friend. reporter: last week, she was found dead. prosecutors say she was buried in a shallow grave. court documents show her daughters bodies had been sitting in a nearby oil tank for four days. the same documents suggest victims may have been strangled. it s been a long week for the police department, obviously for shanann s family. it s been a long week. reporter: in 2015, they went through bankruptcy and were sued by their homeowners association. just weeks ago, her facebook page showed aly they had named nico. give me a hug. reporter: the defense filed a motion to have their own expert take dna swaps from her fingernails to prove her involvement in the young girls deaths. a judge ultimately denied that request.
since last week, and this is what we found in terms of how this case has unfolded. girls, mommy has a baby in her baby. yay! a moment of joy that s turned to pain and mystery. that was shanann watts telling her two daughters that she was pregnant again. bella and celeste were thrilled. i love you girls. i want to give the baby a hug. there s video of her sharing the news with her husband of nearly 6 years, chris watts. that s awesome. i guess when you want to, it happens. not long after that video was taken, something terrible happened. on monday last week, shanann and her daughters went missing, then came tuesday, shanann s husband chris began a series of public
everyone and the federal police department and agencies involved for working so hard to find my daughter, granddaughters and niko. thank you, everyone, for coming out to the candlelight vigil and saying all your prayers. they are greatly appreciated. keep the prayers coming for our family. we get more from cnn s scott mclean in frederick. reporter: dave and christine, we are hearing the story that chris watts told police. according to a new police arrest affidavit, he initially said he woke up early and told his wife he wanted to separate and went to work. she had apparently planned on going to a friend s house, but never returned. he then said he had killed his wife shanann, but not his daughters. he said after he told shanann he wanted to separate, he went down stairs. when he came up, he saw that
his wife and 3 and 4-year-old girls, a felony charge for the death of their unborn child and three counts of tampering with a deceased human body. i am shanann s dad. this is her brother. we would like to thank everyone in the police department and all the agencies involved for working so hard to find my daughter, granddaughters and nico. thank you, everyone, for coming out to the candlelight vigil and saying all your prayers. they are greatly appreciated. after shanann and her two girls went missing, chris spoke to local media. it wasn t an argument. we had an emotional conversation. he will leave it at that. i just want them back. reporter: late the night before, nicole atkinson said she dropped shanann off at home. the next day she and the young