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The two women who have been living with R. Kelly have not been seen since the singer's most recent arrest, and the parents of Joycelyn Savage fear the women may have made a suicide pact.

The women, who were living with the singer at Trump Tower Chicago are no longer there, after the feds raided his apartment Thursday night and sealed it off.

The Savage family lawyer, Gerald Griggs, tells TMZ, he believes Joycelyn and Azriel Clary are with R. Kelly's people at an undisclosed location in Chicago.

Griggs says the Savages are concerned the 2 women may see the handwriting on the wall for R. Kelly and have hatched a plan to kill themselves if it looks like he's not coming back.

So far, Griggs says, attempts to locate the 2 women have proven futile.

We're told if the parents can't find Joycelyn they are considering getting police involved by filing a missing person's report.

Azriel's parents, however, say they know where the 2 girls are ... they're in the apartment in question that was raided in Trump Tower. They say R. Kelly had 1 unit in the building, which was in Azriel's name, and that the girls were temporarily kicked out during ... but have since returned. Azriel's parents do not believe the 2 women have a suicide pact.