FREDERICK, Colorado—The dry, northern Colorado farmlands were a little less lonely last week, as investigators and forensic trucks kicked up dust combing the back roads looking for a missing family.

On Thursday, after three days and nights of searching, a team of exhausted investigators found the bodies of two little girls and their mother. Shanann Watts, a pregnant mother of two, was buried in “a shallow grave near an oil tank,” according to court documents filed by the Weld County District Attorney’s Office. Shanann, 34, was 15 weeks pregnant with a boy, whom she had already named Niko, her family told The Daily Beast.

Investigators’ worst fears were realized when they located the bodies of Shanann’s two little girls nearby, submerged in oil tanks. It took hours to drain the tanks of their thick, dark oil in order to recover Bella, 4 and Celeste, 3.

Adding to the cruelty of this already ruthless story, Shanaan’s husband, the man she referred to as her “rock,” is the one sitting in jail under suspicion of killing her and their babies.

Weld County D.A. Michael Rourke is expected to file formal charges against Chris Watts by Monday afternoon. The affidavit revealing why police believe the 33-year-old oil field worker killed his family is also expected to be released on Monday.

The case broke into national attention last Tuesday when Watts stood on his porch, pleading to Denver 7’s camera for his family’s return.

“Shanann, Bella, Celeste: If you’re out there, just come back. Like if somebody has her, just bring her back. I need to see everybody. … This house is not complete without anybody here. Please bring ‘em back.”

A law-enforcement source previously told The Daily Beast that Watts was “cavalier” in his interview with cops and feds.

That night, Watts opened his home to the FBI and police so that they could collect evidence. He slept over at a family friend’s house. The friend, Nick Thayer, told ABC News that Chris was “concerned about how people were viewing him.” Thayer did not want to believe that his friend would kill his own family. They had been close family friends, even spending holidays together.

“We thought maybe Shanann had just left,” Thayer said.

Still, the Thayers thought it was odd that Shanann had left her cellphone and car keys behind. This led them to contact a detective with their concerns after Chris left the house to pick up his father at the airport.

“ Watts was ‘concerned about how people were viewing him.’ ” — Friend Nick Thayer

Though no motive has been released publicly, court documents reveal that the couple had money problems. The Watts’ filed for bankruptcy two years ago claiming liabilities of more than $400,000. Documents posted this past June reveal that their homeowner’s association was seeking more than $1,500 plus penalties for failure to pay dues. Family members who wish not to be identified say they overheard arguments about money. Still, neither one of them had a criminal record; Shanann got tickets for having a broken speedometer in 2002 and then two violations in 2009: broken speedometer and speeding.

Shanann’s most recent Facebook posts paint a portrait of a happy, exciting life, showing her love for her children and husband, promoting her company, and detailing her travels. Some vacation trips look to have been paid for by her employer, a nutritional supplement company.

“We have qualified for so many amazing trips in two years that we never otherwise would have been able to visit,” she wrote. There are stories about trips to Las Vegas, Toronto, and Puerto Vallarta.

A three-day vacation to San Diego this past June shows photos of Chris and Shanann smiling shoulder-to-shoulder in the dining area of a boat and another of him giving her a back rub as she dangles her legs in a pool.

The young mother also shared a June 19th sonogram and texts from Watts remarking, “Little peanut!! Love her/him already!!!” She wrote: “I love Chris. He’s the best dad us girls could ask for.”

In perhaps the most poignant video which appears to be taken from the front seat of the family car looking to the back as Bella, strapped in her car seat, shyly sings a song dedicated to Watts: “My daddy is a hero. He helps me grow up strong...he reads me books, he ties my shoes...” Before the video ends, Shanann’s voice can be heard for an instant praising the child. “I totally just cried,” says her post.

In late June, Shanann went home to North Carolina with Bella and Celeste for six weeks. According to her family, Chris joined them at the end of the trip.

Back in Colorado last Monday, a friend dropped Shanann off at the couple’s home on Saratoga Trail in Frederick after a quick work trip. That friend, Nickole Utoft, is the last person to have seen Shanann alive, besides Chris. He told reporters later that he saw her around 5:15 am when he left for work and that Nickole showed up at the door at around noon wondering where Shanann and the girls were.

At 1:40 p.m., police came to the three-story home for a welfare check. Shanann’s purse, cellphone and car keys were inside. Investigative sources tell The Daily Beast that baby blankets were missing on the childrens’ beds.

The next day, Tuesday, Watts stood on his porch in a North Carolina football t-shirt pleading to Denver 7’s camera for his family’s return.

“Shanann, Bella, Celeste: If you’re out there, just come back. Like if somebody has her, just bring her back. I need to see everybody. … This house is not complete without anybody here. Please bring ‘em back.”

“ Investigative sources tell The Daily Beast that baby blankets were missing on the childrens’ beds. ”

On Sarasota Trail, the family home is now dark, but the well-groomed front lawn is filled with huge teddy bears, balloons with images of princesses from Frozen, candles, and an angel tree.

One neighbor, Michael Hendrickson, tells The Daily Beast that Chris often walked with his girls, towing their wagon.

“He seemed like a great guy,” Hendrickson said, “but this case smells like Scott Peterson.”

On Wednesday morning, Watts drove from the Thayers to pick up his father from the airport. A law-enforcement source said family members convinced Watts to turn himself in. There are reports that he confessed, but it is unclear what exactly he told police his role was in the triple homicide.

In motions filed Thursday night and Friday morning, a court battle began between attorneys for both sides over who could be present for the three autopsies. Watts’s public defenders fought to have their own DNA expert present to witness swab collection on the necks of the two children. From language in those court documents, it appears the girls were strangled, and DNA could help determine who murdered them. Problem is the bodies had been submerged in oil. Time “is of the essence,” prosecutor Michael Rourke argued.

DNA swabs were not requested for Shanann’s neck, but Watt’s DNA expert requested for “the hands of the children to be sampled.”

Their motion to have the defense expert present was denied and the autopsies were completed

Results of those autopsies have not been released and the cause of death for the pregnant mother and wife are still unknown.