The entire United States owes Annie Guthrie and her husband an apology; they weren’t the ones who kidnapped Nancy, but…

Authorities continue to investigate an alleged ransom note sent to the media, whose sender set a second deadline of Feb. 9

Authorities have searched the home of Annie Guthrie amid the ongoing search for her mother, Nancy Guthrie, who is being held for ransom.

As the search for Nancy, 84, continues, law enforcement officials were seen at the residence of Annie and her husband, Tommaso Cioni, late in the evening of Saturday, Feb. 7, just hours after Annie and siblings Savannah and Camron Guthrie shared a new video message for their mom’s potential kidnapper.

Annie’s property is located approximately four miles from her mother’s longtime home in Tucson, where she was taken in the middle of the night on Jan. 31, authorities said.

Tracy Walder, a former CIA and FBI special agent, tells PEOPLE that ahead of searching Annie and Cioni’s property, law enforcement officials “may have either asked Annie’s permission,” obtained a search warrant or both.

Authorities, including at least one official with the Pima County Sheriff’s Department (PCSD), searched Annie’s home from about 8 p.m. to 10:30 p.m. local time. After over two and a half hours, one official was seen exiting the home while carrying a white suitcase and brown bag. Another was seen wearing blue gloves.

“All that white case is — is evidence processing tools. The brown bag is for evidence,” Walder tells PEOPLE of the scene at Annie’s home.

“The back and forth is of course odd and we don’t see that a lot,” she adds of the searching parties’ behavior, which she says could be attributed to “so many things” such as “reactions to ransom note details, new suspects emerging, request by the family, etc.”

Nancy Guthrie and Savannah Guthrie in 2015.Don Arnold/WireImage

On Sunday, Feb. 8, author

On Sunday, Feb. 8, authorities, including PCSD deputies and vehicles, were also seen at Nancy’s home. Officials used a pole to probe a manhole located on the property, behind the house, according to drone-captured images shared by Fox News’ Sarah Rumpf-Whitten on X.

There are currently no suspects or persons of interest in the investigation into Nancy’s disappearance, the PCSD said in the latest update, shared on the morning of Feb. 8.

“The Nancy Guthrie investigation is ongoing,” the department wrote. “Follow-up continues at multiple locations. No suspects, persons of interest, or vehicles have been identified. No scheduled press briefings.”

“If any significant developments occur in the case, a press conference will be called,” the update concluded.

Authorities continue to investigate an alleged ransom note sent to the media. FBI Phoenix Special Agent in Charge Heith Janke said that the note’s sender set a deadline of 5 p.m. the evening of Thursday, Feb. 5.

“If a transfer wasn’t made, the second demand was for next Monday,” he said at a press conference, attended by PEOPLE, that day. “I’m not going to go beyond that.”

A second deadline has now been set for Monday, Feb. 9.

On Friday, Feb. 6, the FBI acknowledged a new message potentially tied to Nancy’s disappearance.

“The FBI and Pima County Sheriff’s Department are aware of a new message regarding Nancy Guthrie,” the Pima County Sheriff’s Department said in a statement to PEOPLE. “Investigators are actively inspecting the information provided in the message for its authenticity.”

Addressing the new message in a video to her mom’s potential kidnapper on Feb. 8, Savannah, 54, sat on a couch alongside siblings Annie and Camron and said, “We received your message and we understand.”

“We beg you now to return our mother to us so that we can celebrate with her,” the Today co-anchor continued. “This is the only way we will have peace. This is very valuable to us, and we will pay.”

Annie Guthrie, Savannah Guthrie and Camron Guthrie address mom Nancy’s kidnappers.Savannah Guthrie/Instagram

Nancy’s family initially reported her missing on Sunday, Feb. 1, when she did not attend church. Shortly after, law enforcement launched a massive investigation into her disappearance, saying they believe she was taken against her will, Pima County Sheriff Chris Nanos said at a press conference on Tuesday, Feb. 3.

Nancy was last seen in the evening of Jan. 31 when her son-in-law, Cioni, dropped her off at her house after she had dinner with him and Annie at their home, Nanos previously told The New York Times.

A trail of what appears to be blood was seen on the front steps of Nancy’s home that authorities confirmed is hers. Remnants of a Ring camera had also been removed from the front door area, PEOPLE confirmed.

The FBI is urging anyone with tips or leads to call 1-800-CALL-FBI in addition to the Pima County Sheriff’s Office number, 520-351-4900.