Produced by Liza Finley, Taigi Smith, Lincoln Farr and Lisa Freed
Sherre Gilbert will never forget that cold gray day in December 2010, she got the devastating news. Her oldest sister, Shannan, had been missing for seven months when investigators found that first body - wrapped in burlap - on a secluded stretch of beach.
"The investigator from Suffolk County sits us down and says, 'You know we found a body yesterday and we believe it's your sister," Sherre tells "48 Hours Mystery" correspondent Erin Moriarty. "My heart just dropped. I started crying. I couldn't believe it."
As Sherre waited for a positive ID the news got even worse. Three more bodies were found on the same beach; a total of four, all about 500 feet apart, all wrapped in burlap.
"And it's just like an emotional roller coaster," she says. "We keep on hearing, "Oh, could be your sister, it could be your sister. This body, this body. It's really crazy."
Someone was strangling young women and then dumping their bodies just feet from the road. Newspapers soon dubbed him the "Long Island Serial Killer."
"The whole name...the 'Long Island Serial Killer' - It just kind of seems like a movie," Sherre continues. "Something that you watch on TV and, you know, it's not something that would happen to you."
Sherre didn't know it, but the plot was about to take another bizarre twist: None of the four bodies were Shannan.
"My reaction was mixed," she tells Moriarty. "I was happy but I was also sad because I'm like, 'Well, gee, where is she then?'"
Now, Suffolk County Police Commissioner Richard Dormer had two mysteries on his hands. Who were the four victims? And where was Shannan Gilbert?
"What do you believe happened to Shannan Gilbert?" Moriarty asked Commissioner Dormer.
"I don't know," he replies. "That's the $64,000 question."
The mystery of Shannan's disappearance began on May 3, 2010. Sherre Gilbert got a phone call from her sister's boyfriend reporting that Shannan hadn't come home in two days.
"Immediately, I started to panic ... I knew when he called me that it was something serious..." 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 asks Sarra.
"Yeah," she replies. "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 says. "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, Long Island.
"My sister met the client through Craigslist and went to his house around 2:00 a.m.," Sherre explains. "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. Hysterical and incoherent, phone records show that Shannan made a panicked 23-minute call to 911.
"She told 911 that she was in fear, that they were going to get her, they were going to kill her," according to Robin Sax, an attorney hired by the family to help with their investigation. "They is the big question. Who are they. Was it someone that was in the home, was it someone that was coming after her. She was undoubtedly in fear for her life and safety.
"She ran...down the road...it's a very dark, dark area...and she went to the first place where there seemed to be lights and help," Sax continues. "And that 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.
"She jumped in and stopped right there," he tells Moriarty. "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.'"
Colletti says he reached for the phone and dialed 911.
"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," he said.
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 says, "She was afraid of somebody."
Colletti said he then noticed that Shannan was hiding underneath the boat in his yard.
"All of a sudden, she took off, out from under the boat...And he took off after her. And I yelled to him to stop. And he didn't and he followed her around that way."
"She runs down the street and seems to vanish into thin air...." says Sax. She says that was around 5:30 a.m. "and police arrive at about 6:00 a.m."
Police Commissioner Dormer disputes that time, but admits there was a delay. Shannan couldn't tell the operator where she was. It took the 911 call from Colletti.
"Now we know where she is. An officer was dispatched," says Dormer.
Gus Colletti was waiting at the gate for the officer when he arrived.
"Did the police seem concerned about the missing - " Moriarty asks Colletti.
"Not at all."
Asked is she thinks the fact that her sister was an escort influenced the investigation, Sarra tells 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," Sherre says, "She wanted to be a singer, an actress. She was pursuing that. And she was also goin' to school to be a writer."
The Gilberts say they badgered the police for seven months before investigators started searching in earnest for the missing 23-year-old. It was a random sweep of a nearby beach in December that turned up the grisly grave site - four young women like Shannan who simply disappeared.