reporter: she and derek hit it off immediately. you guys became friendly competitive head butters, huh? someone called police just after 10:00 this morning to report they had come across a gruesome scene. reporter: by the time veronica and james saw the reports annie had been missing for nearly 20 hours. the information that it s an asian woman in her 20s, i think, was the initial report. that would seem to rule out annie, certainly. initially, we were thinking, no, that s not possible. there s no way. reporter: but then, a detail sergeant carpenter shared with salt lake city s nbc affiliate ksl tv. there was a shoe found at the crime scene, and there was one on the body. reporter: a red shoe. the same kind james had bought annie for valentine s day just weeks earlier. veronica and james tried to stay calm.
i talked to him once. okay. actually on the phone. okay. reporter: police spoke to chris bagshaw and his father at their home. and when you talked to him on the phone, did he speak with an accent or did you notice anything distinctive about his voice? no. reporter: naturally, police also had to ask chris where he was. i was with my grandma. okay. and at one point i did walk up to see if my friend can hang out, but he wasn t home. okay. reporter: they went through the usual questions. when you walked to your friend s, what did you have on? just regular jeans and a t-shirt and my red jacket. just blue jeans? yeah, blue jeans, nike shoes and a t-shirt underneath. and he had his red hoodie on. do you mind if we see your nike s? yeah, sure. reporter: chris wanted to help. he gave those nikes to investigators, as well as his clothes. he even gave a dna sample. and after his interview, chris dad called up sergeant carpenter.
in the note, she wrote, i lied to my friends. i told them i was p. p. veronica and james knew that stood for the word no teenager s parents want to hear, pregnant. just a few months earlier, they had learned that annie had had sex for the first time. she had had sex, and so to annie she had assumed that, well, because we ve had sex, i could be pregnant, or i am pregnant. reporter: but the pregnancy test was negative, and annie was now on birth control. why would she lie about being p ? even more alarming was where annie said she was going. by the time you read this note, i ll be on my way to california. please don t try and look for me because i don t want to be found. the first thing we did is we called the police. and then the second person i called was chris. reporter: 14-year-old chris bagshaw. annie had brought him over to the house a few times. he was kind of quiet. i kind of took it as all right, i m here with my girlfriend s parents. and i want to make sure th
coming home. so there s the very worst moment of your life at that point. here they are, three people at the door. they confirmed that it was annie. i think we were in shock. we went into automatic, what do you need from us? tell us what you want. you can have it. look at anything. reporter: veronica told investigators what she learned from annie s on-again/off-again boyfriend chris bagshaw. that annie had run away with a boy named l.j. when you talked with l.j., how did you talk to him? i talked to him once. okay. actually on the phone. okay. reporter: police spoke to chris bagshaw and his father at their home. and when you talked to him on the phone, did he speak with an accent or did you notice anything distinctive about his voice? no. reporter: naturally, police
chris now 17 had moved to grand junction colorado and living with his mom. he was completely unprepared for the undercover officers who approached him on his way to school and for the young detective who met him in the interview room. nice to meet you. jacqueline had wanted to question chris all along. now she finally had her chance. is this an interview? yes. but as soon as it began it was over. we have a warrant for your arrest. for? murder an obstruction of justice. i thought i d proven myself innocent. no, you didn t. chris was extradited back to utah. veronica and james were grateful to police, but nothing could bring annie back. while we support the police