Sheryl Sheppard, a missing Hamilton woman who vanished almost two decades ago, left behind an audio tape for her sister, with instructions to give it to the police if anything ever happened to her.

That revelation comes from episode 11 of Someone Knows Something, a CBC true crime podcast.

Sheppard was 29 when she disappeared around Jan. 2, 1998. She'd been at a New Year's Eve party two days before with her boyfriend Michael Lavoie, who'd proposed there. Sheppard said yes.

Lavoie claims he dropped Sheppard off at a hotel in Niagara Falls, where he said she would be working as an exotic dancer. She was never seen again.

Michael Lavoie, right, was recently engaged to Sheryl Sheppard, left, before she disappeared on Jan. 2, 1998. In the most recent episode of CBC's Someone Knows Something, creator David Ridgen attempts to speak directly with Michael Lavoie, the primary suspect in Sheppard's disappearance.

On this week's podcast, several witnesses including Sheppard's sister, aunt and a friend reveal for the first time that she might have known that her life was in danger — in one instance even saying, "Don't be surprised if I go missing."

She even took the step of giving an audio tape to her sister, telling her that if anything should ever happen, the tape should be given to police. Police have confirmed to CBC that they do have the tape.

This week's show also reveals that two separate sources say Michael Lavoie may have been blackmailing Sheppard with a compromising video tape.​

Someone Knows Something, now in its second season, is produced new every week. It invites people who knew Sheppard and the case to submit information.

Episode is available now. Subscribe here.