Davis, who was her sister's emergency contact at work, drove to the Herrings' condo in Hollywood after receiving a call from Herring's job informing her that Herring had failed to show up for work for a second day.
Police said Herring's car and her personal effects were all there. But neither of the Herrings were home, and they did not respond to repeated phone calls and text messages, Pforzheimer told ABCNews.com.
Pforzheimer said he and his wife immediately suspected something was wrong.
"We don't have many friends who keep to a schedule as well as Lesley does," he said. "You could set your clock, your calendar by her. You knew where she would be at any time."
Both Pforzheimer and Davis say they knew of no problems in the Herring's marriage and had no reason to suspect any violence. At holidays and family get-togethers, the couple always appeared happy.
But Lyle Herring's evasive answers to their questions since he returned from his brief disappearance have left them frustrated.
"When you have absolutely no answers and the person who could know something is giving no answers, it's absolutely maddening," Pforzheimer said. "All you want to know is if you know anything."
Davis's mother, who spoke to Herring twice a day, is taking her daughter's disappearance extremely hard. On a blog that Davis started soon after her sister went missing, their mother wrote: "Hi Les, do I have to tell you that I love and adore you? You know that, right. I miss talking to you at 10:45 a.m. and 8.00 p.m. almost every day. I feel lost and empty without you. Don't you miss me?"
"She's gone back and forth between 'Lesley will show up, maybe she needed time away,' to 'I can't believe I'm not going to ever see her again,'" said Davis, who has also made guest appearances on "Gilmore Girls" and "Grey's Anatomy."
Herring's mother and about 40 relatives and friends celebrated Herring's 45th birthday last Saturday without her. Pforzheimer said it became something of a vigil, with guests praying, singing songs and passing around pictures of Herring.
For Davis and Pforzheimer, this has been a bittersweet time. Just before Herring disappeared, they had their first baby. Herring, who was sick at the time of his birth, has yet to hold her new nephew.
"I'm a new mother and it's important for my baby to see me smiling and clapping hands and playing with him," Davis said. "I'm trying to be distracted by the love and attention he needs. In the shower is my time to release the pain."
The family and police are asking anyone with any information about Lesley Herring to call (213) 972-2915.