KNOXVILLE, Tenn. (WATE) – The Knoxville Police Department said they believe two women reported missing from Knoxville may be together.

Anna Leigh Settle and Heather Duncan, both 23, were possibly last seen on May 24 at a KOA Campground in Strasburg, Colorado. The women may be in the company of Settle’s boyfriend, Bryan Henderson.

Duncan’s parents said they are frantic to find their daughter, saying the last time they spoke to her she called them crying. Duncan reportedly told them she was going to rehab for problems with alcohol and that she was with a counselor.

When her family asked for contact information, the counselor said they would send an address where they could write her.

Duncan’s parents say found the conversation odd, so they drove to Knoxville from Virginia to try to figure out what was going on. They spoke to a bishop who said she told him she was going out west with a couple friends.

Duncan’s parents think their daughter was giving them a clue. The family does not think she ran away and believes something is terribly wrong.

“She knows me well enough, she knows her dad well enough, that we are not the kind of people to take things sitting down,” said mother Nancy Duncan. “The more we learn, the more bizarre everything became.”

Settle is 5 feet 10 inches tall, weighs 115 pounds, and has brown eyes. She has brown, shoulder-length straight hair and a tattoo of a small skeleton key on the middle of her back.

Duncan is 5 feet 8 inches tall and weighs 104 pounds. She has dark brown, shoulder-length, naturally wavy hair. Her ears, nose and navel are pierced and she wears dark-rimmed glasses. Her tattoos include a rose/clock quarter sleeve on her right arm, “Enlightenment” on her left inner arm, an owl on her left wrist, a stick figure girl on her outer left arm, a large flower on her torso, and a dream catcher on her back left shoulder.

Duncan drives a red 2014 Nissan Versa sedan with Tennessee license plate N8832F.

Anyone who has seen either woman is asked to call the Knox County Sheriff’s Office Major Crimes Unit at 865-215-2243 or Knoxville Police Department at 865-215-7212.