A day after his pregnant wife and two daughters vanished, Christopher Watts stood in his front yard and faced the parade of news cameras with uniform solemnity.

“I came home and walked in the house and nothing. Just vanished,” the 33-year-old husband and father told Denver 7 ABC on Tuesday.

“It just seems like I’m living in a nightmare, and I can’t get out of it,” he told the KUSA-NBC reporter, as officers from the Frederick Police Department led search dogs through the 4,000-square-foot house behind him.

“In my heart I believe she is somewhere, and I hope she is safe,” he told Fox 31 as a dog barked from somewhere inside the house behind him.

There were no interviews the next day. Shortly before midnight, police returned to the house, quietly arrested Watts and began hauling trash bags out the front door.

Now the same TV stations that had interviewed the father are reporting that he has been jailed on charges of murder, and his family is dead.

Earlier in the week, when there seemed to be some hope of a happy ending, idyllic photos of the family plastered the news: 4-year-old Bella; her little sister, Celeste; and Christopher and his wife, Shanann, who was in her second trimester with the newest baby Watt.

“She would take the kids to the pool, and he would always take them in a little wagon,” a neighbor in the subdivision told KUSA. “We were always impressed by his doting over them and how much he appeared to love them.”

Their life, apparently, wasn’t perfect. In 2015, two years after buying their house, the Wattses filed for bankruptcy. They were drowning in a $400,000 mortgage and more than $50,000 in credit card debt, bankruptcy court documents show. His paycheck as an operator for Anadarko Petroleum and hers from a children’s hospital weren’t nearly enough.

But they moved on with their lives. They struck a deal with their creditors, and Shanann got a new job doing direct sales for a “lifestyle system” called Thrive. They stayed in their big two-story house, and the family kept growing.

“Little peanut!!” Watts texted to Shanann when she showed him her first ultrasound picture in June.

I love Chris! He’s the best dad us girls could ask for.

Posted by Shanann Watts on Tuesday, June 19, 2018

This month, Shanann took a week-long trip to see her relatives and attend a work conference. “Everyone have an amazing day and absolutely fantastic month!” she wrote on Facebook before leaving.

The girls stayed home with Watts, he told KUSA.

When Shanann flew home on Monday, KDVR reported, a friend picked her up at the airport, dropped her off at the house about 2 a.m..

Another friend stopped by the home later that day to check on her, ABC11 reported. Already concerned because Shanann had missed a doctor’s appointment and wasn’t answering calls, the friend phoned police when no one answered the door.

Watts told reporters he had been at work when he realized something was wrong.

“I was blowing through stoplights. I was blowing through everything just trying to get home as fast as I can, because none of this made sense,” he told KUSA from his driveway on Tuesday — by which points state investigators and the FBI had joined the search for his wife and children.

RAW INTERVIEW: Chris Watts, husband of missing Frederick woman, speaks to Denver7's Tomas Hoppough

"Shanann, Bella, Celeste… if you're out there, just come back," Chris Watts, the husband of a pregnant Frederick mother of 2, told Tomas Hoppough Denver7 on Tuesday, during a 7-minute interview. "If somebody has her, please bring her. … This house is not complete without anybody here. Please bring them back." Today, police officials say he confessed to killing his wife and two young daughters. Officials believe they know where the bodies are. Story: http://bit.ly/2PbRaOz

Posted by Denver7 on Wednesday, August 15, 2018

Watts told the TV cameras he had seen Shanann briefly when she got in late from the airport, then left for work around 5 a.m., after checking on the girls with a baby monitor.

“Just vanished,” he told Denver7. “Nothing was here. I mean she wasn’t here. The kids weren’t here. Nobody was here.”

Watts wanted to drive around looking for them, he said, but police told him it wouldn’t do any good. All he could do was sit around his house, listening to dogs bark and describing his emotions.

“Last night, I had every light in the house on,” he told Denver7. “I was hoping I would just get ran over by the kids, running through the door and just, like, barrel rushing me. But it didn’t happen.”

He paused a moment.

“I mean, the kids are my life,” he said. “I mean, those smiles light up my life. And just, like, I mean, last night, when they usually eat dinner, it was like, I miss them. I miss telling them, ‘Hey, you gotta eat that or you’re not gonna get your dessert.’ I miss that. I miss them, you know, cuddled up on their couches. They have like a Minnie Mouse couch and Sofia couch that they cuddle up on and watch ‘Bubble Guppies’ or something. And to just, like, you know, I was …”

He sighed.

“It was tearing me apart last night.”

There was another pause as Denver7’s videographer shifted the angle.

“This might be a tough question,” the reporter asked, “but did you guys get into, like, an argument before she left?”

“It wasn’t an argument,” Watts said quickly. “We got into a conversation, but I’ll leave it at that.”

And then he talked some more about how much he missed them.

This interview, and others like it, played over the news through the afternoon and into Wednesday.

A few oddities about the search began to leak out that day. Shanann’s friends said her phone, keys and wallet had all been found in the house, ABC11 reported. Her car was still in the garage, per NBC News. No one who knew her said she was the type to just pick up and leave.

After dark, more police vehicles began to show up at the Watts house. Reporters photographed officers taking bags of evidence out and towing a pickup away.

At some point Wednesday night, police secured a seal arrest affidavit and jailed Watts on charges of first-degree murder and evidence tampering — three charges each.

Things became clearer on Thursday morning.

Flanked by police and FBI agents at a terse news conference, Colorado Bureau of Investigations Director John Camper announced “absolutely the worst possible outcome anybody could imagine.”

“We’ve recovered a body we’re quite certain is Shanann Watts,” he said. “We have strong reason to believe we know where bodies of the children are.”

Later that day, city officials announced that what were believed to be the bodies of all three missing had been found in an undisclosed location.

Celeste, Belle and Shanann had been submerged inside oil tanks, that station reported, quoting police sources, presumably “to conceal the smell from passersby.”

Investigators released almost no other details about the investigation. The district attorney has until Monday to bring formal charges, at which point the arrest affidavit may be unsealed, revealing how Watts became a suspect.

In the interim, people who knew him and his family have been wracking their memories for signs they think they missed. “He was always punctual, did everything right,” Watt’s former teacher told WTVD. “I always wondered why he was quiet.”

Watts was escorted to court Thursday afternoon, wearing chains and an orange jumpsuit. A district judge refused to set a bond for his release, the Coloradoan reported, and his public defender argued unsuccessfully to have the public barred from his trial.

“Mr. Watts, why did you kill your wife and children?” someone asked as he passed by in the hall.

He said nothing, as he had said almost nothing in court.

While police have not said whether Watts is even cooperating, his late wife’s family sent a statement to CBS4 claiming he had confessed.

“It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters … were viciously murdered by husband Chris Watt,” the statement reads.

The family’s house now sits unoccupied. In the same yard where Watts had spoke of his hopes and fears hours earlier, a memorial of crosses and stuffed bears lie in the grass.

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