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Hours before his arrest, Chris Watts pleaded for his family's return

(CNN) Nearly 24 hours before Chris Watts was arrested in the disappearance of his pregnant wife and young daughters in Colorado, he stood outside his house and publicly pleaded for their safe return.

"I hope that she's somewhere safe right now with the kids," he said Tuesday, a day after his wife and daughters vanished from their home in Frederick. "If somebody has her and they're not safe, I want them back now."

A day later, on Wednesday night, he was taken into custody in connection with the disappearance of Shanann Watts, 34, and their two daughters -- Bella, 4, and Celeste, 3.

On Thursday, Colorado Bureau of Investigation officials discovered three bodies they believe to be those of Watts and the two children, but are working to confirm their identities.

An adult woman's body was found on the property of a petroleum and gas company where Chris Watts previously worked. Police declined to say where the girls' bodies were discovered, but said they were close to the remains believed to be their mother's.

Shanann Watts was 15 weeks pregnant.

Watts had an 'emotional' talk with his wife

The findings marked a major turning point in a case that stunned the nation -- especially the close-knit community of Frederick, about 30 miles north of Denver.

Chris Watts.

In an interview outside his house Tuesday, Chris Watts told local media that his wife arrived home from a work event in Arizona about 2 a.m. Monday. He said he left for work a few hours later -- about 5:15 a.m.

"She'd barely gotten into bed, pretty much," he said, according to CNN affiliate KMGH.

During the day, he said, he called and texted her three times, but she did not respond. A friend contacted him and told him she was trying to reach her too, but had not heard back, he said.

"I came home ... and then walked in the house and nothing was here ... she wasn't here, the kids weren't here. Nobody was here," Watts said. "Could she just have taken off? I don't know."

The Frederick Police Department received a missing person call just before 2 p.m. Monday, Sgt. Ian Albert said. They conducted a welfare check after a friend called and requested one.

The friend said she had plans to meet Shanann Watts, but Watts didn't answer her phone or show up for a doctor's appointment.

When asked by a reporter whether they had argued before her disappearance, Chris Watts said, "We had an emotional conversation, I'll leave it at that. I just want them back."

The children were excited to be big sisters

Before his arrest, Watts described how much he missed watching their daughters curled up on the couch, watching cartoons. The house felt empty without them, he said, and the girls were not there to run him over when he walked into the house.

"My kids are my life," he told the affiliate. "Those smiles light up my life."

Just months earlier, in June, an excited Shanann Watts posted Facebook videos in which she told her husband and children that she's pregnant. In one video, she's wearing a T-shirt with the words, "Oops we did it again" as her husband walks into the room.

"Really? That's awesome," he responds. In another video, she shares the news with the girls.

"Guess what girls? Mommy has a baby in her belly," she tells the squealing girls, who jump up and down, then envelope her in a hug.

"I'll give the baby a hug," Bella says, leaning down to wrap her arms around her mother's belly.

Husband faces three counts of murder

Shanann Watts' brother, Frankie Rzucek, said he wants to know why anyone would harm his sister.

"I just want 30 seconds alone with that heartless psychopath. May Satan have mercy on his soul," he posted on Facebook. "Doesn't take a genius to know who was suspect."

Local authorities are working with the FBI and state investigators to determine what happened.

Investigators have not revealed a possible motive or other details in the case. A judge sealed the arrest affidavit, which might have provided that information.

"I just want to know why," Rzucek posted. Shanann Watts, he said, is his only sibling.

During a bond hearing Thursday, prosecutors said they believed Shanann and the young girls were killed inside the house, but did not elaborate, KMGH reported.

Watts faces three counts of first-degree murder and three counts of tampering with a human body, police said. He's being held without bond, with his next court appearance scheduled for Tuesday.

CNN has reached out to Watts' public defender, but has not heard back. Weld County prosecutors have until Monday to formally charge him.

This article has been updated to remove some details regarding the Watts' relationship that were provided by the couple's friends to a CNN affiliate.

CNN's Joe Sutton, Sheena Jones and Dave Alsup contributed to this report.
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