The last friend to see Shanann Watts alive says the pregnant Colorado mom “didn’t want to believe” her husband Chris was having an affair.

“There was speculation [about an affair], but she didn’t want to believe that either,” Nicole Atkinson said in an interview with ABC’s Nightline.

Now, the 33-year-old Chris stands accused of murdering Shanann, 34, and the couple’s two children, 4-year-old Bella and 3-year-old Celeste. An arrest affidavit obtained by PEOPLE alleges Chris had been having an affair with a co-worker.

Atkinson said there were signs things between Chris and Shanann were amiss prior to the killings.

“He wasn’t being the loving Chris that he normally was. He wasn’t touching or hugging or doing stuff like that. And he wasn’t being as attentive to the girls as he normally is,” Atkinson said.

According to Chris’s arrest affidavit, Chris told police that he had told Shanann that he wanted a marital separation in the early morning hours of Aug. 13 after she returned from a business trip.

But in videos and social media posts, Shanann painted a glowing portrait of Chris as a devoted husband.

“He is amazing, and I can’t tell you how wonderful he is,” she said in a Facebook Live video posted approximately four months ago, which shows Chris in the background playing with the two little girls.

Chris’ Demeanor Was ‘Very Odd,’ Says Friend

Atkinson said in the interview she dropped Shanann off at about 2 a.m. on Aug. 13 after her business trip, but that she grew suspicious several hours later when Shanann didn’t answer her phone and missed a doctor’s appointment.

Prompted to visit the house, Atkinson said she grew even more suspicious when she noticed Shanann’s front door was locked in a different way than usual and that her car was still there — “which was really peculiar ’cause Shanann doesn’t go places without her car” because the children use car seats, she said.

Atkinson then called Chris, who, she said, told her Shanann was at a playdate. This made Atkinson even more suspicious. “I couldn’t figure out why she’d go on a playdate without her car,” she said, adding that Chris’ version of events “wasn’t making sense to me.”

RELATED: Dad Claims He Killed Pregnant Wife in ‘Rage’ After He Watched Her Strangle Daughter: Affidavit

Shanann and the children were reported missing that day. Atkinson said she talked to Chris afterward and described his demeanor as “very odd.”

“He was just sitting there waiting for something to happen, it just didn’t seem right to me,” she said. “The last time I talked to him he said ‘I just want to cry.’ And I looked at him and said, ‘Why aren’t you?’ ”

That Wednesday, Chris was arrested and fired from his job at an oil and gas company. The bodies of all three victims were found Thursday on the property of his former employer. Shanann had been buried in a shallow grave and the girls’ bodies were submerged in oil tanks.

According to his arrest affidavit, Chris allegedly admitted to killing Shanann — but said he only did so after he “went into a rage” after, he claimed, he watched Shanann strangle one of their daughters.

RELATED VIDEO: Pregnant Mom & 2 Daughters Likely Killed at Home — Allegedly by Husband — Before Bodies Were Dumped

He is charged with three counts of first-degree murder with deliberation, two counts of first-degree murder of a child under the age of 12 by someone who is in a “position of trust” over them, one first-degree count of unlawful termination of pregnancy and three counts of tampering with a deceased body.