'I hope it's a boy for him,' pregnant wife said weeks before husband allegedly killed her, 2 daughters

In a Facebook post in June, Shanann Watts greeted her husband home wearing a T-shirt reading, 'Woops we did it again,' and holding a pregnancy test showing they were expecting their third child.

In the video, Chris Watts appeared happy, telling his wife of more than five years, "That's awesome. Guess when you want to, it happens."

Less than two months later, Chris Watts, 33, stood in front of a TV news camera, his arms folded, and pleaded for his pregnant wife and their two young daughters -- Bella, 4, and Celeste, 3, who seemingly vanished without a trace -- to come home.

"I just want them back. I just want them to come back. And if ... if they're not safe right now that's what's tearing me apart, 'cause if they are safe, they're coming back, but if they're not this has got to stop, like somebody has to come forward," Chris Watts told ABC affiliate station KMGH-TV in Denver on Wednesday.

Several hours after he stared into the camera and said, "My kids are my life," police arrested him on suspicion of killing his wife and daughters, burying Shanann in a shallow grave and dumping the bodies of Bella and Celeste inside an oil tank.

'We feel so stupid'

Watts is expected to be formally charged Monday with three counts of first-degree murder, a stunning development that has left his closest friends baffled and recounting conversations and his demeanor that had them all fooled.

"You look at Shanann's posting a video of her announcing she's pregnant, and he [Chris Watts] smiles and gives her a hug, but it's not like, you know what I mean, [he's] not overjoyed," said Nick Thayer, whom Watts turned to when his wife and daughters went missing last week.

Thayer said he and his wife, Amanda, even invited Chris Watts to stay at their home on Tuesday night as police searched for Shanann and her girls.

"We feel so stupid ... trusting him to stay the night in the same house as our daughter," Nick Thayer told ABC News. "I'll never let that go."

Like many in the small Denver suburb of Frederick, where the Watts family lived in a $400,000 home on a quiet street called Saratoga Trail, Nick and Amanda Thayer keep wracking their brains over all the red flags they seemingly missed.

"He never once cried, which I guess is now a red flag," Amanda Thayer told ABC News, referring to the hours she and her husband spent with Chris Watts between the time his wife and girls went missing and when he was arrested.

Retired FBI agent Brad Garrett, a consultant for ABC News, said Chris Watts appeared to display many clues that he was not truthful in the KMGH-TV interview.

"My initial reaction in watching a video of him was, this guy is lying," Garrett said. "His body language seems to be almost completely flat. He is standing in front of a reporter and sort of arms across, and he does at some point start to rock, which is also an anxiety driven sort of behavior."

Garrett also said Chris Watts' own words only increased suspicion.

"Knowing I wasn't going to kiss 'em to bed tonight, it was ...," he said, pausing, shaking his head, as he spoke of spending Monday night in his house as the search for his wife and children was ongoing. "That's why last night was just so horrible."

'Emotional conversation'

He also revealed details of the last conversation he says he had with his wife on the morning of the day she and the girls went missing.

"It wasn't an argument," he said. "We had an emotional conversation, but I'll leave it at that."

Garrett said that in the TV news interview Watts seemed to focus on the police investigation and how he was feeling as opposed to expressing real concern about his wife and daughters.

"So you have a guy that's using the words, 'I want her to come back.' Well, that's really sort of telling me ... that he knows exactly where she is," Garrett said. "'Want' is an interesting word to use. You get the feeling like he wants to make an impression on us, but we know he's really lying."

Colorado police have released few details about the investigation or what led them to arrest Watts about 11:30 p.m. on Wednesday. Investigative records in the case have been sealed pending formal charges against Watts, who is expected to appear in court on Tuesday.

Shanann Watts, 34, who worked for a health and wellness company, returned home from a business trip about 2 a.m. on Aug. 13, dropped off at her house by a friend, Nickole Atkinson.

Chris Watts told police that he last saw his wife and kids before he left for work about 5:15 a.m. that day.

"After I called her and texted her once, it was like maybe she was just busy," Chris Watts told KMGH. "When her friend showed up that's when it was, like, it registered, like, 'Alright, this isn't right.'"

Atkinson said she became immediately concerned about Watts when she didn't hear from her on the day she went missing. She said Watts had plans to see her doctor that day and missed the appointment.

She said she drove to the Watts' family home that day. But she got no answer when she rang the bell and noticed that Shanann's car was in the garage.

She told ABC News on Sunday that she called Chris Watts to express her concern. Then she called the Frederick Police Department and asked for a welfare check on Shanann.

She said Chris later showed up and they went into the house with a police officer.

When they found Watts' purse and cell phone inside the house and her keys inside her car in the garage, Atkinson became even more alarmed.

'Stunning twist'

By Tuesday, police had launched a full-scale search using K-9 units to comb the neighborhood where the Watts lived and putting out a statewide missing person alert.

Police took Chris Watts in for further questioning on Wednesday, the same day he was fired from his job at Anadarko Petroleum, an oil and gas drilling company, as authorities began to express doubt in his story.

Sources told KMGH-TV that Watts confessed to killing his wife and daughters during the interview with detectives, who then placed him under arrest.

On Thursday, police uncovered Shanann Watt's body in a shallow grave on the Anadarko property. Later that day, they found her daughters' bodies submerged in an oil tank on the property.

"This is absolutely the worse possible outcome that any of us could imagine," John Camper, director of the Colorado Bureau of Investigation, said at a press conference on Friday.

That night, hundreds of mourners attended a candlelight vigil outside the Watts' home, leaving teddy bears, flowers and notes expressing their grief and disbelief that a man who appeared to be a loving, doting father and husband could be accused of such a heinous crime.

'My daddy is a hero'

On her Facebook page, Shanann Watts posted numerous messages and videos expressing her love for her husband, including one describing his reaction to her being pregnant.

"Chris wants a boy," she said in a video. "I hope it's a boy for him. It will make him happy."

She also posted a video of her daughter Bella sitting in a car seat, saying, "My daddy is a hero. He helps me grow up strong. He reads me books, he ties my shoes."

In yet another Facebook post on June 17, Shanann wished her husband a happy Father's Day.

"Chris, we are so incredibly blessed to have you. You do so much every day for us and take such great care of us. You are the reason I was brave enough to agree to Number 3," she said of their expectant child. "From laundry to kids showers! You are incredible and we are so lucky to have you in our life."