(CNN) A Benton County, Arkansas, woman last seen on Monday and the baby she had been pregnant with are both dead in McDonald, Missouri, and a couple is facing charges in connection to the case.
In a news conference Thursday, Benton County Sheriff Shawn Holloway said Amber and Jamie Waterman, who are married, are in custody in McDonald, Missouri, and are being held on first-degree kidnapping charges with more charges to come in connection with the death of Ashley Bush and the child she was pregnant with.
"This was one of the most horrific cases that I had been personally involved with," Holloway said.
According to Benton County Prosecuting Attorney Nathan Smith, who also spoke at the news conference, it is not known at this time if Bush was killed in Arkansas or Missouri. He added that there are multiple venues in the case. According to jail records and a statement released by the McDonald County Sheriff's Office in Missouri, the FBI was involved in arresting the Watermans on Thursday.
Smith said that federal charges will most likely be applied to the suspects.
"Law enforcement have reason to believe that both of them are involved in this crime and obviously as the facts play out, and the investigation continues, we'll know the extent of that involvement for both of them. But evidence is, at this point, that there was reason to hold both of them for charges," he said.
In a statement posted Tuesday, police in Benton County said Bush, who was 31 weeks pregnant, was last seen in the passenger seat of an older model tan pickup truck in Maysville, Arkansas.
"The driver was a White woman in her 40s with shoulder-length brown hair who stated her name was 'Lucy.' Ashley met Lucy online when she was looking for a job working from home. Lucy picked her up that morning at the Handi-Mart in Maysville to take her to a job interview in Bentonville," the statement said.
Investigators believe "Lucy" was Amber Waterman.
Police say that Bush was found dead in a location different from the daughter she had been pregnant with on Monday.
McDonald County Sheriff Rob Evenson told CNN in an email that the baby had been dead since late Monday afternoon.
"We had a 911 call that this woman had given birth and the baby had quit breathing," he said. "Two of my deputies as well as EMS and first responders did CPR trying to save the baby but were unsuccessful."
McDonald County Coroner William Goodwin told CNN by phone that the cause of the baby's death has not been determined and that an autopsy is being performed in Little Rock.
"The baby was cut out of the mother after the mother was killed," he said. "I don't know if the baby came out alive or dead."
According to Goodwin, he was contacted after the Watermans claimed Amber Waterman was a week past her due date and was having contractions in the morning. They told officials they did not have enough time to make it to the hospital and called emergency dispatch claiming to have given birth in their vehicle.
Goodwin said the woman refused medical treatment and would not take the ambulance to the hospital and wanted to leave with the baby.
"I wouldn't let them take the baby. I'm taking custody of the baby as the county coroner," Goodwin said.
Goodwin said the Watermans told officials they would go to the hospital on their own but didn't have enough gas money to get there so officials gave them gas money and told them to contact the Ozark Funeral Home, which Goodwin owns, once they left the hospital. Goodwin said they were behind the ambulance but turned off on another road and no one knew if they ever made it to the hospital.
According to Goodwin, the Watermans arrived at the Ozark Funeral Home on Tuesday to make funeral arrangements with Goodwin for the baby.
"They come in here and are ready to make arrangements and have a service and cremate the baby afterwards," Goodwin said.
Goodwin said the service was set for Wednesday and would include the couple in addition to 6 or 8 family members.
Shortly after the appointment, Goodwin received a phone call from the Benton County Coroner expressing suspicions about the identity of the baby.
"The Benton County Coroner calls me and says, 'Hey, there is something going on with this baby. We think this is connected to the kidnapping,'" Goodwin said.
Goodwin was told the vehicle descriptions matched and that Benton County wanted to do an autopsy on the baby. Goodwin agreed but insisted the funeral happen first in case there was a mistake.
"When they get here Wednesday, we do the service with their family -- everyone was very distraught -- which is normal after parents who go through something so traumatic," he said.
When Goodwin explained to Amber Waterman that the Benton County Coroner would be doing an autopsy on the baby, he said her demeanor changed and she asked if DNA tests would be conducted.
Goodwin is awaiting the results of the autopsy which will determine if the baby took a breath before death.
According to a McDonald County Sheriff's Office statement posted Thursday alongside the Benton County Sheriff's news conference, McDonald County officers in conjunction with the FBI and Benton County Sheriff's Office served a search warrant on Laughlin Ridge Road in Missouri in connection with a "missing person/kidnapping investigation that began earlier in the week."
"During the service of the warrant, human remains were found that are believed to be connected to this investigation. Two people were taken into custody and are being held in the McDonald County Jail pending the filing of formal charges," the statement said.
According to Holloway, police believe that Bush died from a gunshot.
"This is just a reminder that there is evil in the world. People do evil things, and that someone would prey upon a pregnant woman, you know, in her most vulnerable state is unimaginable," Smith said.
Sheriff Holloway said they are working with the FBI as well as the McDonald County, Missouri Sheriff's Office and that it is "a very active investigation."
It is unclear if Amber and Jamie Waterman have attorneys.