An Ohio architect and his fiancée are still missing in Mexico after vanishing on Christmas Day.

Jose Gutierrez, 38, his fiancée, Daniela Márquez, 31, and her two relatives went out to eat in Zacatecas in central Mexico on Sunday but have not been heard from since, Jose's sister, Brandie Gutierrez, told Cincinnati's Fox 19.

"He goes [to Zacatecas] about three times per year," Brandie Gutierrez, Jose's sister, said Wednesday night to Fox 19.

"The bars actually noticed screams," she said, adding that the family think they could have been abducted. "There is something that is not right."

Gutierrez's mother, Rosa Pichardo, told TV Azteca that the couple, Daniela's sister Viviana, and their cousin Irma Vargas did not return to Márquez's home in Colotlán located in Jalisco as planned at around 10 p.m. The group's SUV was later abandoned in Vivoras, Jalisco, about 20 miles away.

Daniela Márquez and Jose Gutierrez
Daniela Márquez and Jose Gutierrez Twitter

"There were those who saw they were kidnapping them, there was a lot of panic, screams, but they didn't get them out, and they took the vehicle," Pichardo said. "They took the girls, my daughter's fiancé, Daniela. They took off, they went to Vivoras."

Fox 19 tweeted photos of the couple following their disappearance.

A State Department spokesperson told Fox News Digital that the U.S. government is working with Mexican authorities to find the couple and two sisters.

The State Department currently has a "Do Not Travel" advisory for the state of Zacatecas, located between Monterrey and Mexico City, due to "crime and kidnapping."

"Violent crime, extortion, and gang activity are widespread in Zacatecas state," the advisory states.

After the Zacatecas government sent out an alert they were missing, officers "Attempted to go on a search of that location, but two officers stopped them, two or three officers, and they were not allowed to enter that zone because it was too dangerous," Brandie Gutierrez said to WLWT5 Cincinnati.

The Department of State also said in a written statement:

"The Department of State has no higher priority than the welfare and safety of U.S. citizens abroad. We stand ready to provide appropriate assistance to U.S. citizens in need and to their families. We are aware of reports of a U.S. citizen missing in Mexico. When a U.S. citizen is missing, we work closely with local authorities as they carry out their search efforts, and we share information with families however we can."