Families of Missing Women Asked for Thousands of Dollars to See Them Again as Part of Apparent Scam

— -- Kelsie Schelling was eight weeks pregnant when she was last seen in February 2013.

The 21-year-old stopped answering her phone on Feb. 5, 2013, worrying her family and friends. Police say Schelling was meeting her boyfriend on Feb. 4, 2013, in Pueblo, Colorado, which is about two hours away from where she lived in Denver, before she disappeared. The only trace left was her abandoned car, found days later.

To this day, Schelling's family and friends continue their intense search for Schelling and are desperate to know what happened to her.

"It's like a needle in a haystack. All I can say is [I have] my love for my daughter. And [there's] the fact that I don't think I can survive if I don't find her," Laura Saxton, Schelling's mother, told ABC News' "20/20."

Some 1,200 miles away, and just two months after Schelling disappeared, a strikingly similar fate befell Marcella Lancaster, whose 25-year-old daughter Megan Lancaster vanished from Portsmouth, Ohio, also leaving no trace but her abandoned car.

So far the Portsmouth police have drawn a blank. But Marcella Lancaster and her family have been relentless in their search. For more than three years, the parallel tragedies of Schelling and Megan Lancaster's disappearances have played out separately in different time zones. In Ohio, Megan Lancaster's family organized searches and set up a Facebook page to field leads. In Colorado, Saxton did the same.

But last October, as Saxton began to come to terms with her worst-case scenario, there was a startling development: a mysterious message of hope came through the family's "Help Find Kelsie" Facebook page.

"It was from a woman who I'm not familiar with," said Saxton. "She just approached originally by saying, 'If I have information about Kelsie, can I remain anonymous?'"

The woman said her name was Jenna McClain and that it was risky for her to come forward because her life was in danger. She passed the conversation on to a male associate, who wrote: "Ma'am, please, your daughter is not dead. She will be back home alive."

The man knew all sorts of details of the case and offered a troubling account of what he said had really befallen Schelling, claiming Donthe Lucas, Schelling's boyfriend, hired a friend to kill her: "Donthe has no idea she is alive," the mystery man wrote. "He thinks she is dead. Cliff who was ordered to kill her, opted to keep her and sell her."

"[He says] that the friend did not kill her. He sold her into sex trafficking," said Saxton. "And he had a fake grave dug and showed that to Donthe as proof that he had killed Kelsie -- that the baby had been aborted, that there was a video of it being done, of Kelsie screaming for help."

Donthe Lucas, who police consider a person of interest, refused to talk to ABC News about Schelling's disappearance. At the time, he told police that he "would never hurt her." No charges have ever been brought concerning Schelling's disappearance, and the case remains open.

Saxton was devastated by the mysterious emails and the possible break in the case.

"It made me sick," she said. "I mean, I could barely function. It tore me up so much and I just thought, [what] if she's been out there and I could've found her, and we haven't and she's suffered all this time."

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Pregnant Colorado Woman Mysteriously Disappears

In February 2013, family and friends stopped hearing from Kelsie Schelling, who was eight weeks pregnant at the time.

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That same month in Portsmouth, Ohio, a nearly identical development occurred in the disappearance of Megan Lancaster. One "Jenna McLain" reached out to Megan Lancaster's family through Facebook, said she had news about the case, then passed the conversation on to a male associate who seemed well-versed in the details of the case.

"And then out of nowhere, he pops up," Kadie Lancaster, Megan Lancaster's sister, told "20/20." "He says I know where Megan is. And I can get her back. [He] tells me how she was tortured and that she was in sex trafficking. And he told me that they kept her on chains in a room."

Then, the situation became even more ominous. Both families received a nearly identical, highly bizarre proposition: Each missing woman could be brought home alive, but it would take money -- lots of it. The emailer told Kadie Lancaster to bring $25,000 dollars in cash to a Vancouver, Washington, McDonald's and deliver it to a man named "Marcus," who would be wearing a red hat.

"The exchange was that if I would come to Washington [that] I could have Megan and we could just leave and go on our way," said Kadie Lancaster.

Saxton received an almost identical offer.

"If we sent someone with money to this McDonald's in Vancouver, Washington, once the money was exchanged this courier person would go and get Kelsie and bring her back to the McDonald's," she said.

And while the whole scenario appeared suspect from the start, these desperate mothers found it impossible to ignore.

"I just thought you know what if she's been out there and we could've found her," said Saxton.

Despite her skepticism, Saxton decided to play ball, letting the messenger know she was ready to make a deal.

Concerned about possible criminal involvement, Schelling's family asked the Vancouver police to meet the courier undercover.

"We didn't know if this actually was a sex trafficking issue or if it was extortion," said Saxton. "And so I felt like, you know, law enforcement from Vancouver should have been involved in this situation."

But just before the appointed time, the Vancouver police concluded this was nothing more than a cruel scam, not actual sex trafficking, and backed out –- leaving no one to intercept the courier.

However, "20/20" was there for the drop and placed the fast food restaurant under surveillance. Cameras were rolling as a man with a red hat entered. He sat quietly and didn't order. After no one showed up, he then left.

"It was just all a matter of trying to get down to the truth of this," Saxton said. "I want this person found. I mean, I was, like, hell-bent of this person being found."

Kadie Lancaster also agreed to work with "20/20" to set up a sting operation at the same fast food restaurant two weeks after Laura's aborted rendezvous had taken place.

"I wanted to know the truth," said Kadie Lancaster. "That's all I wanted. I wanted to know why. Why did you randomly pick us? Why did you randomly pick the other family? Why?"

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Families of Missing Women Were Asked For Money to See Them Again

Kadie Lancaster was told to bring $25,000 to a restaurant and deliver it to a man named Marcus, whom "20/20" confronted.

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Kadie Lancaster arranged to meet Marcus, but she also brought ABC News producer Gerry Wagschal along with her.

Kadie and Gerry walked into restaurant at the appointed meet time. They spotted Marcus and walked over to him. They told Marcus they brought the money, but the cash was in the trunk of a car parked outside.

"20/20" confronted Marcus, who claimed he was suckered, too –- lured online into a supposed jewelry venture. He said he was supposed to pick up the money and wire it to someone he's never met.

"I didn't think nothing of it," he told ABC News' Ryan Smith, denying that he knows anything about Megan Lancaster or Schelling's whereabouts. "I had no clue about a missing person…. I didn't know anything about a missing person, if I did know I wouldn't have been involved."

However, it has been difficult determining who sent the original messages to Schelling's and Megan Lancaster's families. An FBI analysis revealed the con men utilized an IP address which traces back to Russia. But since "20/20" confronted Marcus, Saxton and Kadie Lancaster have stopped receiving the tormenting messages.

"I'm really grateful to know that we know the answer," said Saxton. "And this needs to just be a lesson or a warning to all of, you know, the other families, [who] have missing family members that these people are out there. They're looking for you. They're studying you. They don't have a problem with hurting you and taking your money."

If you have any comments about the Kelsie Schelling or Megan Lancaster cases, please email ABC2020MissingWomen@abc.com.

Watch the full story on ABC News' "20/20" TONIGHT at 10 p.m. ET.