Washington (CNN) Missing Saudi journalist Jamal Khashoggi's fiancée implored President Donald Trump and first lady Melania Trump "to help shed light on" his disappearance in an op-ed published by The Washington Post Tuesday .

On Saturday, Turkish officials told the Post and Reuters that Khashoggi had been killed inside the Saudi consulate. CNN has not been able to independently confirm these reports, and the Saudi government has denied them.

Khashoggi entered the consulate to obtain paperwork so he could marry his Turkish fiancée, Hatice Cengiz, who wrote in the op-ed: "I implore President Trump and first lady Melania Trump to help shed light on Jamal's disappearance."

"Jamal is a valuable person, an exemplary thinker and a courageous man who has been fighting for his principles. I don't know how I can keep living if he was abducted or killed in Turkey," Cengiz wrote.

Trump said Monday that he was "concerned" about reports of Khashoggi's disappearance, but that no information was yet available about the case. "I don't like hearing about it and hopefully that will sort itself out," he said.

Vice President Mike Pence added on Twitter that he was "deeply troubled" to hear the reports and that "the free world deserves answers."

An aerial shot of the Saudi consulate in Istanbul on Oct 9th. The yellow, small building with flag is the consulate.

'No warrant for us his arrest'

CNN on Tuesday obtained an image from a security camera of Khashoggi entering the building on October 2 at 1:14 p.m. local time. A Saudi official said Khashoggi left the consulate soon after but Riyadh has not released any surveillance footage or other evidence to prove that he did.

Turkish staff who work at the consulate were told to take the day off the day Khashoggi disappeared, the Guardian reported. The Guardian also reported that Turkish investigators believe security footage from inside the consulate was removed and taken back to Saudi Arabia on a private jet.

Cengiz wrote that Khashoggi first visited the Saudi consulate in Istanbul in late September "despite being somewhat concerned that he could be in danger." He returned for paperwork on October 2. After three hours of waiting outside, Cengiz was told that Khashoggi had already left but she says "there's no proof that he came out."

There was no warrant for Khashoggi's arrest in Saudi Arabia, she wrote, and he didn't think that the tensions between himself and the Saudi royal family were at a dangerous level.

"In other words, he did not mind walking into the Saudi Consulate in Istanbul because he did not believe that something bad could happen on Turkish soil," Cengiz wrote. "It would be a violation of international law to harm, arrest or detain people at a diplomatic mission, he said, and noted that no such thing had ever happened in Turkey's history."

CCTV image of the missing Saudi Journalist Jamal Khashoggi entering the Saudi consulate on October 2.

Turkish President Recep Tayyip Erdogan has urged Saudi Arabia to prove that Khashoggi had left the Saudi consulate in Istanbul.

"He entered the general consulate himself, and if he has entered by himself and if he did not exit it, of course this should be proven by the general consulate," Erdogan said at a news conference in Budapest Monday.

Erdogan said the Saudi consulate should have surveillance cameras and should be able to show the video of Khashoggi leaving the building. He mentioned that there are no documents or other evidence that show the journalist departing.

Cengiz urged Saudi Arabia, "especially King Salman and Crown Prince Mohammed bin Salman, to ... release CCTV footage from the consulate."

Saudi denials

Saudi Arabia's ambassador to the US, Prince Khalid bin Salman bin Abdulaziz, said claims that Khashoggi had been killed or detained by Saudi authorities were "absolutely false, and baseless," according to a statement obtained by CNN.

"There are many facts regarding his whereabouts that will hopefully be revealed through the ongoing investigation. Despite that, we have seen over the last few days various malicious leaks and grim rumors flying around about Jamal's whereabouts and fate," the statement said.

"I assure you that the reports that suggest that Jamal Khashoggi went missing in the Consulate in Istanbul or that the Kingdom's authorities have detained him or killed him are absolutely false, and baseless," it noted.

On Saturday, the consulate gave a tour of the six-story building to journalists in an effort to prove Khashoggi was not inside. Reuters said that a consulate official gave their journalists a tour of each room, even opening up cupboards and filing cabinets.

The Turkish Foreign Ministry says Saudi officials have agreed to a search of the Istanbul consulate but the timing of the inspection is unclear.

Looking for clues

Turkish investigators are trying to piece together Khashoggi's movements before and after he entered the consulate.

Erdogan said police are looking into the arrival of Saudi nationals to Turkey as part of their investigation into the disappearance.

The 15 Saudis, including several officials, arrived in Istanbul on two planes and visited the consulate while Khashoggi was inside, a Turkish police statement said according to state news agency Anadolu.

It has emerged that two executive jets belonging to a Riyadh-based company that does government contracting and corporate work were likely involved in ferrying 15 Saudis to Istanbul last week, according to a source familiar with the timing and route of the flights. Flight tracking data also backs up evidence of the planes' arrival in Istanbul.

Aviation data obtained by CNN showed one of the flights left Riyadh Monday, October 1 at 11:30 p.m. local time (4:30 p.m. ET) and landed in Istanbul's Ataturk Airport just after 3:00 a.m. local time (8:00 p.m. ET). The data reveals the flight made no stopovers on its way to Istanbul. The jet left Ataturk airport late in the evening on Tuesday, October 2 at 11:00 p..m. local (4:00 p.m. ET) and arrived in Riyadh the following day.

The second flight departed Riyadh on Tuesday morning, the same day Khashoggi visited the Saudi consulate. Data shows this flight arrived at 5:00 p.m. local (10:00 a.m. ET) and only spent one hour on the ground. It then made a stopover in Cairo, before returning to Riyadh.

CNN has not been able to independently confirm that the two planes carried the 15 passengers and has not seen the flight manifest.

International demands for answers

International pressure is mounting on Riyadh to explain Khashoggi's disappearance. Trump spoke about it briefly with reporters on Monday. "There's some pretty bad stories about it," Trump added. "I do not like it."

Secretary of State Mike Pompeo echoed his comments in a statement late Wednesday, saying there were "conflicting reports," but that the US was "concerned" by Khashoggi's disappearance.

"We call on the government of Saudi Arabia to support a thorough investigation of Mr. Khashoggi's disappearance and to be transparent about the results of that investigation," Pompeo said.

The UK and France have also voiced concern over the disappearance, with British Foreign Secretary Jeremy Hunt meeting with the Saudi Arabian ambassador to London to seek "urgent answers" on Khashoggi.

But fears are mounting that he may no longer be alive.

A political adviser to Erdogan, Yasin Aktay, told CNN on Sunday he personally believes the possibility that Khashoggi was likely killed in the Saudi consulate is "stronger than other possibilities," because otherwise Saudi authorities would have provided evidence that the is alive.

A friend of Khashoggi, Turan Kislakci, who is also the head of the Turkish-Arab Media Association, told CNN that Turkish officials had called him and "offered their condolences and told us to be ready for a funeral."

In the Washington Post, Khashoggi's fiancée Cengiz wrote that she's holding onto hope that he's safe.

"Although my hope slowly fades away each passing day," she added. "I remain confident that Jamal is still alive."