Katie Ferguson's sister said she "knows in my heart my sister isn't here" after Katie missed her youngest daughter's first birthday Nov. 27.
Ferguson, a 33-year-old mother of two young girls, hasn't been seen since at least October and was officially reported missing to police in Cody, Wyoming, Nov. 2.
"I think something happened, whether it was an argument or they didn't agree on something. I don't know if it had to do with the kids or whatever," Katie's sister, Nicole Ferguson, told Fox News Digital during an emotional interview. "In my heart, I know she's not alive anymore. I don't need any kind of proof from anybody.
"If she was here, she would have gotten a hold of one of us. There's just no way she wouldn't have. There's no way. That's not Katie, Katie doesn't hide out. She's not that type of person. …. And I'm hoping, if that is the case, that she died instantly and didn't suffer."
As of Dec. 1, Katie's case is being investigated by local and federal law enforcement as a missing persons case, but her family thinks her ex-boyfriend, Adam Aviles Jr., is involved or knows what happened.
Aviles Jr., is being held in jail on a federal charge of being a felon in possession of ammunition. He pleaded not guilty, and his trial has been set for Jan. 24.
His lawyer, David Weiss, didn't immediately return Fox News Digital's request for comment.
Nicole has known Aviles Jr. since he was a teenager, and she said he always seemed like a good guy and didn't think he would hurt anyone. But Katie and Aviles Jr.'s relationship turned into an ugly, verbally abusive mess before Katie broke it off in May, Nicole said.
They both struggled with addiction, but they seemed to be on a positive, clean path.
Katie's stepmom, Angela Ferguson, recalled a family trip in 2021, when Katie and Aviles Jr. were "in a good place."
"It made me feel really good that she seemed to have turned things around, and she was in a good spot in life," Angela told Fox News Digital. "She was very attentive to the kids, and I just got to know her better.
"On this vacation, I saw her in a different light and had hope that everything was going to turn out all right."
But something "shifted in him" shortly before they broke up in May, Nicole told Fox News Digital.
"I don't know if it was the stress of having a baby with her or the stress of life or what it was, but he was different. He was very controlling. Like, she wasn't allowed to go do anything or go anywhere," Nicole said.
"I would be like, 'Katie, you know, let's get together. My kids miss you.' And she would be like, ‘I can’t. Adam doesn't want me to.'"
Katie Ferguson's family believes the 33-year-old mom of two died during a cross-country trip with her ex-boyfriend, who's facing federal gun charge. (Family handout via FOX News)
Unnerving messages: "I kept seeing him everywhere. I couldn't stay"
Nicole said she was proud her sister ended things with Aviles Jr., but Cody, Wyoming, appeared to be unsafe for Katie and her kids, according to Facebook messages Katie sent to her stepmom in May on the way to Alabama.
Katie planned on living with her biological mom and the kids in Alabama to avoid Aviles Jr.
During the trip to Alabama, Katie seemed panicked and scared in messages to her stepmom, which were shared with Fox News Digital.
"I don't want to be stranded on the side of the road with two kids," Katie wrote to Angela. "I know you're probably thinking well you should have thought about it and planned about it, but Adam kept following us.
"I kept seeing him everywhere. I couldn't stay in Cody (city in Wyoming) … I'm not asking for a lot. I just need help."
One of a handful of messages Katie Ferguson sent to her stepmom, Angela Ferguson, May 17, as Katie traveled to Alabama. (Angela Ferguson via FOX News)
Angela Ferguson, Katie's stepmom, playing with Katie's young children. (Angela Ferguson via FOX News)
Angela said she sent her money and helped her get a hotel room. The messages showed Katie's appreciation for the help.
"Thank you very much … We didn't know what we're going to do, and we're almost out of gas," Katie wrote to Angela. "We are so exhausted. We just want to get as far away from him as we can because we're tired of looking over (our) shoulders constantly or scared to take the girls anywhere."
During the same message exchange, Katie alleged Aviles Jr. was using drugs again.
For the next few months, Katie stayed with her mom until they seemed to have had a fight or disagreement, and Katie wanted to move back to Wyoming, according to messages she sent Angela Sept. 24.
A message Katie Ferguson sent to her stepmom, Angela Ferguson, Sept. 24, as Katie returned from Alabama to Wyoming with her ex-boyfriend, Adam Aviles Jr. (Angela Ferguson via FOX News)
Adam Aviles Jr. was originally arrested on less significant drug charges to hold him until a federal prosecutor officially charged him with a more significant crime. (Cody Police Department)
Katie called Aviles Jr. to get them, according to her family and court documents in his federal gun case, which was shocking to her family.
"Katie stopped talking to Adam (after they broke up)," Nicole said. "That's why it was so weird to me that all of a sudden he was in Alabama."
Angela believes, knowing how loving Katie is, that Katie wanted the kids to be with their dad.
"All she wanted was to be a happy family," Angela said. "I think sometimes in these relationships, you get trapped in wanting to do the right thing and let the kids be with their dad, even though it's not a good relationship."
Katie Ferguson is pictured with her sister Nicole. (Angela Ferguson via FOX News)
At some point on the way back to Wyoming, Katie disappeared.
She was last seen in Trumann, Arkansas, around Oct. 5, according to the court documents in Aviles Jr.'s federal criminal case, which noted there "was no projectile hole in the passenger side door."
Four days later, on Oct. 9, Aviles was pulled over by Texas State Patrol, which was when law enforcement found a "projectile hole" in the passenger side door, and Katie wasn't in the car, according to the indictment.
He was pulled over again in Colorado, and he was the only adult in the car, the federal complaint says.
Aviles and the girls returned to Wyoming, without any sign of Ferguson.
Katie Ferguson is "goofy" with a load of nicknames, including "Gangsta Kate," because she likes to rock out and rap along with songs in the car, family said. (Angela Ferguson via FOX News)
"When I first found out about my sister missing, I was in shock. I cried for three or four days," Nicole said, as she rubbed the tears from her eyes. "I know in my heart, he (Aviles Jr.) did something to her."
She said she's relying on her family to keep it together and focus on self care.
Troubling signs: Blood, bullet holes, missing front seat
On Nov. 4, Aviles' 1999 Dodge Durango, which he drove during the cross-country trip, was found in the Oregon Basin area near Cody.
Federal investigators executed a search warrant two days later and allegedly found dried blood, which was confirmed by a crime lab, and three "fired projectiles" consistent with a .45-caliber round inside the passenger side and two stuck in a door, a federal complaint says.
The front seat was missing, and a "large portion" of the truck's trim was removed and stuffed in trash bags in the back seat, according to the indictment.
"All she wanted was to be a happy family," Katie Ferguson's stepmom, Angela, said about her stepdaughter, who is pictured here. (Angela Ferguson via FOX News)
The family continues to wait to hear from investigators about potential DNA on clothing and other items investigators found in the truck.
Angela said she and her family learned about this evidence in the news.
"I wish we could have been informed, or it could have come out different," Angela said. "Just the thought of her possibly suffering as her life slipped away. And the kids where they are with her. Like, there are so many things that we just will probably never know."
Officers search Katie Ferguson's ex-boyfriend's truck, where they allegedly found unnerving evidence, including blood, according to court documents. (FOX News)
Katie's nicknames and goofiness
Angela and Nicole stressed how important it is for their family to think of Katie with her quirks and goofiness.
Angela laughed as she talked about "Gangsta Kate," a nickname Katie gave herself because she always rapped along with the latest songs in the car.
She played a funny YouTube video in which a woman was rapping, her head flailing.
"That's Katie," Angela said. They both laughed as they watched the video during a Zoom interview with Fox News Digital.
"That's exactly what she looks like," said Nicole, laughing at the video. "When I'm driving around, (Katie) is doing stuff like something like that, and I'm just like, ‘Oh my gosh.’'"
Katie is one year older than Nicole. They were temporarily living apart after Nicole lived with her dad and Katie lived with her mom, but the four siblings always hung out.
And Nicole and Katie grew closer as they got older, Nicole said.
"From the time I was like a teenager on, we got very close. We always had so much in common," said Nicole, who described their fun nights out dancing and goofing around.
Katie Ferguson and her mom before Katie disappeared. (Angela Ferguson via FOX News)
Then Katie became a mom, and Nicole said she saw her "incredible" transformation into a "great mom who would do anything for her kids."
Nicole mentioned a song that went something like, "Everything will be alright." It was a sentimental song between the two of them, and it popped up on her Spotify the other day.
She couldn't stop thinking about her big sister.
What scares both Angela and Nicole now is how Katie's kids are going to grow up, possibly without a mother and a dad who might be in jail. They're worried about them reading things on the internet about their parents.
But those little ones — if Katie is never found as her family fears — will be what carries on her legacy, Angela said.
Nicole recalled their last text exchange. Katie wrote, "I love you," and Nicole replied, "I love you too."
The family has set up accounts at Big Horn Federal Bank and U.S. Bank under the Katie Ferguson Memorial Fund to go toward any searches or memorials in the near future.