After police released the last known footage of a missing Colorado woman, they say they're still no closer to solving her mysterious disappearance.

Kelsey Berreth, a 29-year-old flight instructor and new mother, vanished from Woodland Park on Thanksgiving, and police are still unsure of just what happened to her.

In newly released footage from November 22, Berreth can be seen carrying her one-year-old daughter into a grocery store by her car seat. The video is said to be the last time Berreth was seen in public.

Berreth's fiance, Patrick Frazee, told police that he saw her later that afternoon, when he picked up their daughter, but insists they did not spend Thanksgiving together and that he has no idea where the missing woman could be.

His last contact with Berreth, he says, was a text message he received from her on November 25, three days after he picked up their daughter. Frazee received a call on the same day from Berreth's mother, Cheryl, who said she had not been able to locate her daughter.

Cheryl was the one to finally report her daughter as missing on December 2, 10 days after anyone had last seen her in person.

When asked why Frazee did not report his fiance was missing, Woodland Park's Police Chief Miles DeYoung told reporters, "That's a question you'll have to ask Patrick."

Frazee also did not attend the press conference, despite being invited by police, but DeYoung said he was cooperating with investigators.

DeYoung went on to reveal that Berreth and her daughter have never lived together.

Police found both of Berreth's vehicles at her home, and say a search of the property did not reveal where she could be. Police also ruled out the idea that Berreth may have taken an airplane from the flight school she works for, or even that she had rented a plane.

In a Facebook post last week, Berreth's brother, Clint, also suggested she did not pack for a trip before vanishing.

"All luggage is here," his post read. "Her purse is all that seems to have gone."

Police also said Berreth's clothes and toothbrush were still in the house, and that a batch of cinnamon rolls were left untouched from the day she went missing.

So far, the only major lead in Berreth's case is a text message sent to her workplace on November 25 (the same day as Frazee's message), telling her employer she would not come in to work that week.

Police say phone records show that the messages were sent from somewhere in Idaho, but it remains unclear who has Berreth's phone and whether she was in Idaho with it.

DeYoung even mentioned that the clue "could just be a false ping" at this week's press conference.

Investigators have not released information on any suspects so far, and continue to call Berreth's case a missing person's investigation.

At a press conference this week, Cheryl Berreth pleaded with her daughter to come home if she could.

"Kelsey, we just want you home," she said. "Call us if you can, and we won't quit looking."

"This is completely out of character," Cheryl also told reporters. "Kelsey loves her God, she loves her family and friends, and she loves her job."

Kelsey Marie Berreth is described as a white female with brown hair, with a height of about 5'3", weighing 110 pounds. She was last seen wearing a white shirt, gray sweater, blue pants, and white shoes, carrying a brown purse.

Anyone with information can call the Woodland Park Police Department at 719-687-9262, or the Colorado Bureau of Investigation at 719-647-5999.

Berreth's friends and family have also started a GoFundMe page to cover the costs of searching for her.

[H/T: HuffPost]

Hopefully investigators can track Berreth down and bring her home!