Police release surveillance video of missing Colorado mom

The newly released footage shows Kelsey Berreth walking into a Colorado Safeway with her baby on Thanksgiving, the last day she was seen before vanishing.
2:12 | 12/12/18

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Transcript for Police release surveillance video of missing Colorado mom
We turn to new developments in the missing mom mystery. It shows Kelsey Berreth walking with her baby on Thanksgiving. The last day she was seen before vanishing. ABC's Clayton Sandell is there in Denver with the latest. Good morning, Clayton. Reporter: Good morning, George. Police say Patrick Frazee was one of the last people to see his fiancee before she vanished. They say he is not a suspect. We wanted to give him the opportunity to tell his story but as you'll see, he declined. This morning, new video, the last confirmed sighting of Kelsey Berreth shopping at this Colorado supermarket with her daughter Thanksgiving day. Police say her fiance, Patrick Frazee told them he hasn't seen the 29-year-old pilot since that afternoon when he picked up their daughter. We caught up with him leaving home. Sir, can you tell us what's going on? This is private property. This is a private road. Reporter: And again as he and his daughter left a meeting at the office of a Colorado Springs attorney. Patrick, why don't you talk to us? Reporter: Both times refusing to answer questions about Berreth or the text message he told police she sent him November 25th. Police say Frazee who did not live with his fiancee never reported her missing. Her mom called police December 2nd. She's N kind that runs off. This is completely out of character. Reporter: Police searched Berreth's home finding signs she might have left unexpectedly and when police came here, they said they found both of her cars in the driveway and inside food left behind, cold cinnamon rolls uneaten on the stove. Investigators say three days after she vanished a mysterious text came from Berreth's phone sent to the flight school where she worked. It said she was going to miss the next week of work. Later that day her phone was also detected in Idaho but there's been no sign of her there. And at a press conference earlier this week, Frazee a no-show. I understand Patrick was invited today. Why is he not here? That is a question you would have to ask him. Reporter: Police say Frazee has been cooperative and again have not named him a suspect. Investigators insist this is still a missing persons case. Guys. Hopefully she is found soon safe. Thank you. To new trouble this morning

This transcript has been automatically generated and may not be 100% accurate.

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