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A mom of two vanished during a cross-country trip from Alabama to Wyoming while she was with her ex-boyfriend, who has been charged with an unrelated federal crime.

Katie Ferguson, 33, hasn't been seen alive since October, and was officially reported missing to police in Cody, Wyoming, on Nov. 2, but her family fears she was gone long before that. 

Her disappearance is especially unnerving because she was having issues with her ex-boyfriend, Adam Aviles Jr., whom she broke up with in May to move to Alabama to be with her mom.

Meanwhile, Aviles is being held in jail on a federal charge of being a felon in possession of ammunition. He pleaded not guilty, and trial has been set for Jan. 24. 

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Katie Ferguson

Katie Ferguson, pictured here with her daughter and ex-boyfriend Adam Aviles, hasn't been seen since October. (Facebook)

"I never in a million years thought (Aviles) would do something to her, I didn’t. But now I think he did, and I think it was really bad," Katie’s sister Nicole Ferguson told Court TV. "I don’t think she’s alive. I really don’t."

Aviles's lawyer, David Weiss, didn't immediately return Fox News Digital's request for comment.

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Ferguson has two young daughters – ages 4 and 11 months – and her stepmom, Angela Ferguson, wrote in a Facebook post that she and her family will give her kids the life Katie never had.

"I have Covid, but my chest is extra heavy from the disappearance of my stepdaughter," Angela Ferguson wrote in a Nov. 11 Facebook post. "I just want to humanize Katie. She is just not a report on a missing person list. 

"She loves her kids more than anything. They are her everything. She kept her kids clean & well cared for. She has a way of making people laugh. Her siblings can attest to her goofiness."

Katie Ferguson

Katie Ferguson, left, is beloved by her family, who reported her missing on Nov. 2, but fear she disappeared before that. (Facebook)

In August, Katie asked Aviles to get her and their daughters from Alabama, and they started driving back in October, according to the federal court documents reviewed by Fox News Digital. 

Katie was last seen in Trumann, Arkansas, around Oct. 5, according to the court documents, 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.

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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.

He allegedly told officers that Katie "was not missing, but she just does not want contact with her mother," court documents allege. 

READ FULL FEDERAL COMPLAINT

Suspicious evidence found in Aviles' truck

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 the door, the indictment alleges.

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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.

"It all points in a very tragic direction, and so it’s hard. It’s hard to hear the rumors, to hear what might have happened to her. It’s just unfathomable," Angela Ferguson told local news outlet ktvq.com. "It’s devastating. It’s the most tragic, awful thing."

The family continues to wait to hear from investigators about potential DNA on clothing and other items investigators found in the truck. 

"I just really hope he, Adam, will talk and just really say what happened," Nicole told the local news outlet. "I love her and I don’t want to be negative, but I don’t think she’s coming home, but I at least want her to be found."

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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.