- The body of Shanann Watt, 34, was found in Colorado on Thursday morning
- Police are now in the process of recovering her two daughters' bodies
- They were killed by Shanann's husband Christopher, 33, who confessed to the crimes on Wednesday night
- For days after reporting them missing on Monday, he pretended not to know where they were
- He even went on national television to make an emotional plea for them to return
- Watts has not yet been charged but remains in custody
- Police will not say how the women and children were killed
The body of a missing mother whose husband confessed to her murder after appearing on television pleasing for her to return was found at a site where he worked on Thursday.
Shanann Watts, 34, and her daughters Bella, four, and Celeste, three were all killed by her husband Christopher in Frederick, Colorado.
Shanann, who was 15 weeks pregnant, went missing on Monday morning after returning from a business trip.
Her children had spent the weekend with their father.
On Wednesday night, after appearing on NBC's Today show and giving interviews to other outlets, Christopher, 33, was arrested.
He was taken into custody but is yet to be charged. Family members say he confessed to the murders on Wednesday night after pretending for days not to know where his wife and kids were.
Authorities are being extraordinarily tight-lipped about the details surrounding the case.
They will not yet share what order they believe the children and their mother were killed in, nor will they say what prompted Watts to make his apparent confession.
The children spent the weekend at home with their father while their mother was away working.
At a press conference on Thursday morning, police said they were in the process of recovering the young girls' bodies.
Shanann had returned from a business trip at 1am on Monday morning. She promotes a weight loss supplement for a living and travels the country to attend sales conferences.
The pair stayed up having what he described as an 'emotional conversation' until 5.15am, when he claimed he left for work.
He then said he became worried when she did not reply to his text messages later in the morning. Watts said he became panicked when a friend arrived at the home at noon and there was no answer.
Late on Wednesday, he was taken into custody by police in Frederick but he has not yet been charged.
Police were seen searching the family's home at the same time. They towed away Watts' truck and were seen putting other evidence into bags.
Hours earlier, Watts appeared on NBC's Today show where he said he had 'no idea' where they went.
Hours before his arrest, Chris appeared on NBC's Today show where he said he had 'like no idea' where the family went
'I don't feel like this is even real right now. It's like a nightmare I can't wake up from,' he said.
'When I got home yesterday it was like a ghost town. She wasn't here. The kids weren't here. I have no idea, like, where they went,' he said.
However in a separate interview, he told Fox that Shanann told him she was going to a friend's home with their daughters.
'She said she was going to a friend's house with the kids and that’s the last thing I heard, and that was it. It was very vague,' he said.
'In my heart I believe that she is somewhere and I hope that she is safe.'
Elsewhere, he was not so sure.
'Right now I don’t want to just throw anything out there. I hope that she’s somewhere safe right now and with the kids.
'But could she have just taken off? I don’t know, but if somebody has her and they’re not safe, I want them back now.'
Turning to the camera, he made a direct plea to them, saying: 'Shanann, Bella, Celeste, if you're out there just come back. If somebody has her, just bring her back
'I just need to see everybody. I need to see everybody again. This house is not complete without anybody here. Please bring her back.'
When asked if they'd had an argument before she vanished, he said: 'It wasn't an argument it was an emotional conversation. I'll leave it at that.'
Breaking in to a smile, he then said: 'I just want them to come back. This has got to stop. Someone's got to come forward.'
The 15-week pregnant mom works as a brand promoter for the company Le-Vel, which makes the Thrive weight loss patches (pictured in an August 8 photo)
Then around noon, he said he saw via their doorbell camera that a friend stopped by, but no one came to the door.
Chris said he raced home but found the house empty, even though his wife's car was still parked in the driveway, which prompted him file a missing persons report with the police at 1.40pm.
Frederick Police Department Detective Dave Baumhover said the Watts' home showed no signs of foul play and he added there was nothing to suggest Shanann has mental health problems.
A friend and colleague of Shanann’s, Amanda Thayer, said the pregnant mom left all of her personal belongings, including her phone, wallet and purse, inside the house
A search of the Watts' home had showed no signs of foul play, and there was nothing to suggest Shanann (left and right with husband Chris) has any mental health issues
According to her Facebook page, Shanann works as a brand promoter for the company Le-Vel – the maker of the Thrive weight loss and wellness patch.
In one of her final Facebook status updates posted on August 8, the busy mom-of-two with a third child on the way listed all the things she had done that day and bragged about having enough energy to accomplish everything 'while 4 months preggo,' which she attributed to her Thrive patch.
The post was accompanied by a selfie showing Shanann smiling into the camera and pointing to a square pink-and-white sticker on her chest.
It is not clear what Chris does for work.