Aneta Marsek, 33, of Volo, Ill., and her two young daughers - Chevelle, 2, and Macenzie, 4 months - were reported missing by her estranged husband. They were last seen leaving a relative's home in nearby Wauconda on Saturday.
Police are calling this a missing persons case, however there was a crime scene van parked in the driveway of the home until late Thursday evening.
Police had planned a news conference earlier Thursday afternoon, however that was cancelled and there have been hardly any updates.
After going through the house for most of the day, investigators remove several items Thursday night.
No one is publicly suggesting a crime is involved, but no one has been able account for Marsek's whereabouts since Saturday evening when she left her parents' house with her two daughters.
"I hope the cops can figure it out, what happened," said John Czaga, Marsek's father.
Her father says his daughter had filed for divorce from her husband of two years, shortly after giving birth to the couple's youngest daughter.
She continued to live in the house in Volo, but recently lost her job in retail and planned to move.
"She's going through a lot right now, but she knew it had to be done, so we were all going to help her and support her and her her moved," said family friend Suzanne Tuegel.
"She was supposed to move in this Saturday to our house, but no I don't know what's going to happen," Czaga said.
Police say Marsek's estranged husband reported her missing Wednesday afternoon.
She may have been driving her black Chevy trailblazer with Illinois license plate CZAJA28.
Neighbors say she is friendly and a good neighbor and they're concerned.
"I've had that pit in my stomach ever since I found out no one had heard from her and I'm just really hoping and praying that she's O'K and safe," Andrea Miculinich said.
Dan Marsek has not returned calls, however his voice mail message has changed to thank everyone for their support and ask for prayers for his missing family.
Police said Marsek has been cooperating with the investigation.