The circumstances regarding the death of two Saudi Arabian sisters whose bodies were found last week on a Hudson River bank are mystifying New York police, who continue to investigate.

The sisters, Tala Farea, 16, and Rotana Farea, 22, were discovered duct-taped together at the feet and waist and facing each other, and there were no clear signs of trauma, police said. They had been reported missing since Aug. 24 after a previous disappearance in December 2017.

Police said the sisters moved from Saudi Arabia to the U.S. with their mother in 2015 and settled in Fairfax, Virginia, a suburb of Washington, D.C.

Their mother told detectives that the day before the bodies were discovered, she received a call from an official at the Saudi Arabian Embassy ordering the family to leave the U.S. because her daughters had applied for political asylum, New York police said Tuesday.

Saudi Arabia’s Consulate General in New York said in a statement that it had “appointed an attorney to follow the case closely.” The statement also said the sisters “were students accompanying their brother in Washington.’’

New York Chief of Detectives Dermot Shea said his department has sent investigators to Virginia to interview family members and others who knew the sisters. The detectives are focusing on the period between their disappearance and the discovery of their bodies Oct. 24.

The cause of death has not been determined. Police said the medical examiner determined the sisters were alive when they entered the water, CBS reported.

“The detectives’ work has filled in many of the pieces,’’ Shea told news reporters, “but there’s still some gaps that we would like to fill in and get a real clear picture of what happened in the last two months.’’

Rotana Farea was enrolled at George Mason University in Fairfax but left in the spring. The university said it was cooperating with investigators.

Police said the sisters left their family home and were placed in a shelter after their earlier disappearance.

On Wednesday, police released photos of the sisters and appealed to the public for information about them.

“We are out to get justice for those two girls and find out exactly what happened,” Shea said.

U.S. relations with Saudi Arabia have been in the spotlight after the death of Jamal Khashoggi, a dissident Saudi journalist. Khashoggi was strangled to death and his body dismembered soon after he entered the Saudi consulate in Istanbul on Oct. 2, the Turkish prosecutor's office said Wednesday.

More:Jamal Khashoggi was strangled, body dismembered, Turkish prosecutor says

Contributing: The Associated Press