Shanann Watts, 34, was 15 weeks pregnant when she and her children Celeste, 3, and Bella, 4, went missing on Monday from their Colorado home

Pregnant Woman Had 'Marital Problems' with Husband Accused of Murdering Her and Daughters

Slain Colorado woman Shanann Watts and her husband, Chris, “were having marital problems,” a family friend tells PEOPLE.

Now, Shanann is dead and the couple’s young daughters are presumed dead — and Chris is accused of murdering them. The 34-year-old mother and the daughters — Celeste, 3, and 4-year-old Bella — initially went missing on Monday, and before his Wednesday arrest, Chris had pleaded in the news media for their safe return.

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The body of Shanann, who was 15 weeks pregnant, was found on Thursday, police said at a press conference, though no cause of death was revealed.

The bodies of the children have not been found, but Colorado Bureau of Investigation director John Camper said at the press conference, “We have strong reason to believe that we know where the bodies of the children are and recovery efforts are in process on that.”

Image zoom Shanann Watts/Facebook

According to Shanann’s Facebook page, she and Chris were apart much of the summer. In June, July and a portion of August, she and the daughters spent six weeks in North Carolina with her family.

Image zoom Shanann Watts Frederick Police

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They returned home to Colorado on Aug. 7. Shanann was home Aug. 8 and 9, then left for Scottsdale, Arizona, for a work trip, according to her Facebook page.

She returned home around 2 a.m. on Monday, a friend of Shanann’s told local TV station KDVR. Her friend reported her missing hours later, police have said.

Image zoom Bella and Celeste Watts Frederick Police

After Shanann and the girls went missing, Chris told a local ABC News affiliate that he had had an “emotional conversation” with his wife just before she vanished. “But I’ll leave it at that,” he said.

Prior Social Media Posts Showed Outwardly Happy Couple

It is unclear when the couple’s relationship became troubled, but in earlier social media posts, Shanann expresses her love for her husband — calling him “my amazing supportive hubby” in one Facebook post and “my best friend, my soul mate” in an Instagram post.

On Valentine’s Day this year, Shanann wrote on Instagram, “I love this man more than words can say! He’s my Rock, my love, my biggest fan, supporter and my husband! I couldn’t of hand picked a better man to call my husband and father to our girls!”

After reading the post, one of Shanann’s friends commented that Shanann had a “storybook” life.

PEOPLE has not been able to reach Shanann’s family, but CBS Denver reported the family said in a statement, “It is with deep hurt, confusion and anger to confirm our beautiful cousin Shanann Watts, her unborn child, and her two angelic daughters, Bella (4), Celeste (3) were viciously murdered by husband Chris Watts; who confessed to the killings. Please keep Shanann’s parents and brother in your prayers.”

Image zoom Chris Watts Weld County Sheriff's Office

Multiple news outlets, citing police sources, have reported that Chris confessed, but authorities have not publicly confirmed or denied such reports.

Chris has been charged with three counts of murder in the first degree and three counts of tampering with physical evidence, according to a recording on the phone number for the Weld County Jail Thursday afternoon.