Produced by Liza Finley, Gregory F. McLaughlin, Lincoln Farr and Taigi Smith
(CBS) OAK BEACH, Long Island -- In the hours after midnight on May 1, 2010, Shannan Gilbert, an escort on her way to a job, drove past the place where the bones of the Long Island serial killer's victims lay hidden in the brush. She didn't know it then, but the mysterious events of the next few hours would forever link her to those four women and spark one of the largest murder investigations in Long Island history. And so it began.
"My sister was last seen running along the roads...She was in fear for her life that night," Sherre Gilbert told "48 Hours Mystery" correspondent Erin Moriarty. "And that was it... She just disappeared into the night."
It would be two days before Sherre learned her sister was missing... when Shannan's worried boyfriend called to say she hadn't come home.
"Immediately, I started to panic," she says."I could hear the fear in his voice."
It was the call Sherre and her sister, Sarra, had been dreading ever since learning Shannan, diagnosed with a bipolar disorder and struggling with depression and mood swings, had turned to selling her services online as an escort.
"Were you worried about her just going out on these dates, not knowing anything about the guys?" Moriarty asked Sarra.
"Yeah," she replied. "That's very scary, you know."
"What would she tell you when you would say you were worried about it?"
"She would just say, 'Don't worry, I know what I'm doing.' And she pretty much thought that, you know, it would never happen to her."
The Gilberts say they immediately filed a missing persons report, but with no news, they drove 140 miles from their home in upstate New York to Oak Beach, Long Island, to look for Shannan themselves. By then, she had been missing for eight days.
"We went to all the houses around the area to knock on their doors and just say, 'Hey listen, did you see my sister?'" Sherre said. "We gave them flyers. We went everywhere."
They spoke to a dozen witnesses and homeowners in the area trying to piece together a timeline. They learned that Shannan and her driver had left New York City shortly after midnight on May 1, 2010, and headed to a gated community in Oak Beach.
"My sister met the client through Craigslist and went to his house around 2:00 a.m.," Sherre explained. "Her driver dropped her off and she was there for quite a while and then - the client told her to leave, and for some reason, she started to panic."
Shannan's sister believes something awful happened in that house to terrify her. In fact, Shannan made a 23-minute call to 911 from inside the client's house. The Gilberts' attorney, John Ray was not allowed to hear the call, but says a top official in the investigation recently described it to him in detail.
"Shannan Gilbert said they were plotting to kill her and, 'They are trying to kill me,'" Ray said. "There was also a struggle. You could hear her screaming."
Still on the 911 call, Shannan fled the house.
"You can hear Shannan's heavy breathing... That goes on for five or six minutes," Ray said. "She goes down a narrow road - very narrow road...on her right was a marsh and on her left was Colletti's house."
Colletti is Gus Colletti, a retired insurance fraud investigator and resident of Oak Beach for over 30 years.
"It was like 5:00 in the morning," Colletti recalled. "I was in the bathroom shaving. ...All of a sudden, I heard screaming out here and banging on that door. Yelling, 'Help me, help me, help me.'"
He opened the door. Standing there was a young woman he would later learn was Shannan Gilbert.
"And I said to her, 'What's the matter?' She wouldn't answer me. She just kept staring at me and going, 'Help me, help me, help me.'"
"I reached over and grabbed that phone, dialed 911," Colletti continued. "When I said to her, 'I called the police. Sit down in that chair. They're on their way." She just looked at me and she ran right out the door."
Colletti said it was then that he noticed an Asian man in his 30s driving a black SUV.
"I could see a car come and stopping, coming a little bit and stopping," he said.
Asked if he thought Shannan was afraid of the man in the SUV, Colletti replied, "She was afraid of somebody."
Colletti said he then noticed that Shannan was hiding underneath the boat in his yard.
"Shannan went to one more house...knocked on the door...and Mrs. Brennan called 911 as well and reported that Shannan was outside," Ray explained. "She...leaves there and is not seen again by anyone who is credible."
Ray says that was around 5:30 a.m. He says authorities told him that the police didn't arrive for almost an hour.
"What time do the police get there?" Moriarty asked Ray.
"The police arrive at the community at 6:20 a.m.," he replied.
Police Commissioner Richard Dormer, since retired, admits there was a delay. By some accounts, Shannan was incoherent on that call - couldn't tell the operator where she was. It took those 911 calls from the neighbors.
"Now we know where she is. An officer was dispatched," said Dormer.
Gus Colletti was waiting at the gate for the officer when he arrived.
"Did the police seem concerned about the missing -- " Moriarty asked Colletti.
"Not at all."
"Not at all."
Asked if she thinks the fact that her sister was an escort influenced the investigation, Sarra told Moriarty, "Yes, I do. I believe they judged her by her profession and not as a person. Not as the missing sister, the missing aunt. They're just, 'Oh, a missing prostitute.'"
"My sister had other dreams, you know. She wanted to be a singer, an actress. She was pursuing that. And she was also goin' to school to be a writer," said Sherre.
The Gilberts say they badgered the police for seven months before investigators started searching in earnest for the missing Shannan Gilbert. It was a random sweep of a nearby beach in December that turned up the grisly grave site - the bodies of four young women like Shannan who simply disappeared.