On social media, Chris and Shanann Watts were a smiling, picture-perfect couple from suburban Denver.

They went on oceanfront vacations, cheered for the Pittsburgh Steelers and doted on their two young daughters, Bella, 4, and Celeste, 3, while preparing their home for a third child — a boy they planned to name Niko.

In an Instagram post from November, Shanann Watts gushed over her husband on their fifth anniversary: "Chris these have been the best years of my life! Our love just grows strong everyday! We have two beautiful little girls that call us mommy and daddy!"

In May, she boasted on Facebook that "I love this man! He's my ROCK" — eliciting a response from a friend that "he is amazing! So glad you two found each other."

But that facade of a loving husband and dutiful dad was shattered Thursday when Chris Watts, 33, was arrested in connection with the deaths of his 34-year-old wife and their children, who had been reported missing three days earlier. It was an unexpected turn from earlier interviews outside of his Frederick, Colorado, home, where Chris Watts pleaded for their safe return — at one point telling reporters that "I just want them home so bad."

Chris and Shanann Watts with their two children, Bella and Celeste. Courtesy family

The Colorado Bureau of Investigation said the mother and two girls were killed Monday in the home, and Shanann Watts' body was later discovered on the property of an oil and natural gas company that Chris Watts had worked for. Two other bodies believed to be her children were found nearby on Thursday afternoon.

The coroner's office on Friday positively identified the remains as those of Shanann Watts and her two daughters, the town of Frederick said on Twitter. The causes of death are pending further tests.

A motion filed by Watts' public defender on Friday suggests that the remains of the two children were in an oil well filled with crude oil for four days. The motion seeks DNA testing.

A law enforcement source told NBC affiliate KUSA that Chris Watts confessed to the murders, although state investigators would not confirm that. The deadline to file charges against Watts is Monday, and he is expected to appear in court on Tuesday.

In the meantime, friends and family are asking why he would allegedly harm his daughters and wife, who was 15 weeks pregnant, and are trying to piece together clues that would indicate whether he was capable of something so sinister.

A bankruptcy filing from June 2015 reveals a family that was under financial pressure.

In 2014, the couple made $90,000 — about $61,500 from Chris Watts' job at Anadarko Petroleum and the rest from Shanann's $18-an-hour job at a call center at a children's hospital.

But they had about $70,000 worth of debt, mainly from student loans and retail purchases, in addition to their nearly $3,000 monthly mortgage payments, $600 in monthly car payments and $1,300 in other expenses.

In their bankruptcy filing, the couple said they had two savings accounts with less than $10, and a joint account with less than $870.

The couple, originally from North Carolina, left for Colorado after they were married in Charlotte in 2012. The man who bought their original home in Belmont, west of Charlotte, told The Associated Press that Shanann Watts was eager to sell and left behind property.

Shanann Watts had recently returned to North Carolina for a visit with her family, and spoke with her parents' next-door neighbor.

"She didn't give me an indication that there was anything wrong. She seemed pretty happy," the neighbor, Joe Beach, told the AP.

Danell Search, who works with Shanann Watts' mother at a hair salon, said she saw the family on this latest trip, according to NBC affiliate WRAL.

"She was one of those people, when she walked in the room it was just like sunshine," Search told the station. "Chris was very standoffish. He didn't really say anything. I said 'Hi' to him, and he kept his head down."

"It's just heartbreaking and devastating for this to happen to such a good person," she added. "Such cute, good girls. They had a whole life ahead of them taken away unfairly."

It's unclear how the Watts' financial fortunes may have improved — allowing them a cushy lifestyle in Colorado — but Shanann Watts flooded her social media pages with her venture working for Le-Vel, a marketing company that sells weight loss and health patches.

The company encourages sellers to use Facebook and Instagram to share apparent success stories from customers. Shanann Watts and her husband regularly took pictures together wearing the patches, and posted a photo of a Lexus she said she was awarded for her work and getaways she was afforded. She called herself a "momtrepreneur."

"All inclusive, no work, all fun vacations," she wrote recently about trips to the Dominican Republic, Mexico and San Diego.

Friends of the Watts', Nick and Amanda Thayer, told NBC News that the couple was open about their bankruptcy, but never suggested they were still experiencing problems.

"It was so long ago ... it was like (Shanann) would bring it up that we had to file bankruptcy, and all of that other stuff, but it kind of ended there," Amanda Thayer said.

Whatever was going on behind the scenes, Chris Watts kept his guard up when he appeared in public Monday after reporting that his wife and daughters were missing. He told investigators he had an "emotional conversation" with Shanann before he left for work at around 5 a.m.

Jon Buehler, a retired detective who investigated the murder of Laci Peterson, a pregnant California woman, in 2002, told "Today" on Friday that Chris Watts was unbelievable and "very flat" in his statements.

"He's saying the right thing, but there's nothing convincing about it," Buehler said. "It's like an act he's putting on, but he's not a very good actor."