A missing 33-year-old woman and her unborn child were found dead in Missouri this week in two separate locations.

According to the Benton County Sheriff’s Office, on Oct. 31, Ashley Bush got into a tan pickup truck at the intersection of Highways 72 and 43 in Maysville, Arkansas. The driver was reportedly a woman in her 40s who called herself Lucy.

Bush and Lucy reportedly previously met online because Bush was looking for a job, and Lucy picked her up in a tan pickup truck at the Handi-Mart in Maysville to drive her to a job interview in Bentonville.

At 3 p.m. on Oct. 31, Bush reportedly texted Lucy to say she was on her way to the Handi-Mart, and she had not been heard from or seen since. Bush was 31 weeks pregnant.

On Thursday, Nov. 3, Benton County Sheriff Shawn Holloway and Benton County District Attorney Nathan Smith spoke at a press conference and announced Bush and her child, Valkyrie Grace Willis, were found deceased.

Detectives reportedly located Valkyrie on Wednesday, Nov. 2, and Bush Nov. 3. They were both found in Missouri. Autopsies are pending, but Holloway believes the manner of the death will be gun-related.

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.

“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.

“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.

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 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.

According to Holloway, police believe that Bush died from a gunshot.

A husband and wife, Jamie Waterman and Amber Waterman, were arrested on kidnapping charges. They are being held in the McDonald County Jail in Missouri without bond.

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.