In October 2011, Jhessye Shockley’s mom reported her 5-year-old daughter had gone missing from their Glendale, Arizona home and claimed she was abducted. But as police followed a trail of odd behavior, past arrests, and horrific claims of abuse from Jhessye’s siblings, it became clear her mom was a major problem in the investigation. Now, both her family and investigators reveal they agree on what they think happened and where they believe little Jhessye is right now.