Missing Wyoming mom, 33, is seen on Arkansas police bodycam footage before she vanished on cross-country trip with her ex-boyfriend

A missing Wyoming mom was seen on an Arkansas police officer's bodycam just days before she vanished on a road trip with her ex-boyfriend. 

Kathryn 'Katie' Ferguson, 33, had moved back to her home state of Alabama with her two young children to live with her mom - but in October she started a cross-country road trip with her ex Adam Aviles Jr to return back to Wyoming. 

According to relatives, she had initially moved in with her mom to escape Aviles Jr. He is currently in jail on a separate crime and is a suspect in her murder.

When Ferguson asked Aviles to come and get her and her two daughters from Alabama, they began traveling back to Wyoming together. 

Arkansas police have now released video of the last known sighting of Ferguson on October 5 at 11am - which was in the middle of their trip. 

She was sitting on the passenger side of a black Dodge Durango, parked in a parking lot, when the officer approached her and started quizzing her. 

Katie Ferguson, wearing a red t-shirt, briefly smiles as she fiddles with snacks and baby garments as the cop approaches. 

Her baby can be heard making noise in the back seat, while her toddler is seen climbing between her parents in the front of the car.

Aviles Jr., in the drivers seat, tells the officer that they are: 'Trying to clean up and head over to Jonesburough.' He said that they were only in Trumann for one night and they are 'trying to get back to Wyoming.' 

At one point, Ferguson yawns and looks into the distance while two children can be heard screaming from inside the car. 

Ferguson smiled and said: 'Yeah, we're headin' out.' The officer asked for their IDs, but she said she didn't have her wallet and instead gave her name as: 'Katheryn Ferguson.' 

She went on to explain to the officer in the video that she was with her family in Alabama because she and Aviles had 'separated for a while.' 

Ferguson said: 'So, he came down to see me. And we decided to just get back together and take care of the girls. I don't want to be here, at all.'

'All right,' says the officer, and walks away.

Ferguson never arrived back in Cody, Wyoming, with Alives and their two young children. She has been classed as missing ever since. 

Four days after the bodycam was taken, on October 9, Aviles was pulled over by Texas State Patrol officers, who noted a 'projectile hole' on the passenger side of the vehicle and no sign of Ferguson.

Aviles was pulled over again in Colorado and was the only adult in the car, the federal complaint alleges.

According to an evidentiary affidavit, investigators eventually found Aviles' 1999 Durango abandoned in Park County, Wyoming, on November 4. 

The vehicle smelt of putrefied blood and it had a bullet hole in the door, with the passenger seat missing, documents show.

Multiple Clorox wipes were found inside the vehicle, as well as a loaded Glock pistol.

Aviles walked back up to the car while officers were checking it out. He was carrying a gas canister. They arrested and charged him with being a felon in possession of a firearm.

His defense attorney has since confirmed he's a murder suspect.

Ferguson's stepmom Angela has shown Fox News a series of frantic messages she sent her in the months and weeks before her disappearance. 

They show that Ferguson believed she was being followed by Aviles at times, and that she was 'scared' to go outside with her daughters, aged four and 11 months.   

During the road trip, Ferguson wrote to Angela: 'I don't want to be stranded on the side of the road with two kids.

'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.'

For the next few months, Ferguson stayed with her biological mom until they appeared to have a disagreement, and she vowed to move back to Cody. 

She asked Angela if she could book her a cheap hotel while en route back to the city.

'September 25 she was asking for money and was asking for us to put her up in a hotel... she was really just reaching out to us,' Angela told Fox, adding that she booked her a room. 

Ferguson's texts to Angela show she thanked her for the booking and added: 'We didn't know what we're going to do, and we're almost out of gas. 

'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 exchange, Katie said Aviles was using drugs again. It appears that she called him to pick them up and take them back to Cody. 

Her sister, Nicole, told Fox she was 'always so loving' and the last time they spoke in September she 'seemed fine'.  

'She said I love you and I said I love you too and that's the last time we spoke,' she said. 

But she claimed Aviles has a dark history of 'mental abuse' against her sister, and he would question her whenever she wanted to leave the house.  

'He was very very protective over her and would not let her do much to be honest,' Nicole said. 

'He was very possessive and very controlling about a lot of things she did especially towards the end.' 

'What I think happened after talking to the investigator - I know they can't tell me everything - but I think that he snapped,' Nicole said. 

'In my heart, I know she's not alive anymore. I don't need any kind of proof from anybody because I know that if she was here she would have got ahold of one of us. 

'Katie doesn't hide out, she's not that type of person.'

'I'm hoping if that is the case that she died instantly and didn't suffer,' she added.

On November 8, police spoke to Aviles and he reportedly told officers that Katie 'was not missing, but she just does not want contact with her mother,' court documents allege.

One of the children did make statements about the father accidentally hurting her mother, the Cowboy State Daily noted.

Aviles was convicted of heroin possession in 2017 and was charged recently with having the firearm ammunition.

Aviles is being held in a jail in Casper, Wyoming on federal charges that he has plead not guilty. A trial date has been set for January 24.