CHICAGO (CBS) -- Daniel Sotelo was days away from graduating from the University of Illinois at Chicago with a master's degree.
His girlfriend, Natally Brookson, vanished after she quit her job and was found dead a few days later.
What happened to the UIC couple is still a mystery. And on Wednesday night, CBS 2's Marissa Perlman spoke to Sotelo's father as the search for his son continued.
Nicolas Sotelo is relying on faith that his son will come home. He was last seen at the Roosevelt 'L' station near Roosevelt Road and State Street on April 30, heading north.
But we learned Wednesday night that his family says his wallet and phone were found next to his girlfriend's body.
"I keep my hope on, and I thank God for beautiful kids," said Nicolas Sotelo.
Sotelo said he couldn't be prouder as he looks at a photo of his four kids – including his son, Danny.
"He was so happy," Nicolas Sotelo said.
Danny vanished days before graduating with a master's at UIC. His dad said the 26-year-old had big plans – to work on a conservation farm in Naperville and take his brothers to see family in Mexico.
Nicolas Sotelo shared the last text message with his son, the day he disappeared.
"I ask him, 'How are you, son?' He said, 'I am okay, Pa,'" the elder Sotelo said. "That was the last message."
But three weeks later, Nicolas Sotelo does not know if his son is really OK.
"You go to bed thinking about it, and you wake up thinking about the same," he said.
Daniel Sotelo, who was living in Pilsen, was last seen heading north at the Roosevelt 'L' stop after being dropped off by his roommate last month.
His dad believes he went to see Brookson, who had quit her job at the Friedman Place a community for blind adults that day. Her job had been the last place she had been seen.
Brookson had also taken a leave of absence from UIC.
On Monday, May 2, Brookson's body was pulled from Lake Michigan near Bryn Mawr Avenue. An autopsy was inconclusive, and the cause of her death is still pending.
When Brookson's body was found, Nicolas Sotelo says his mind went dark.
"I didn't want to think about it, but I thought they would find maybe Danny's body also," he said.
Nicolas Sotelo's family continues to organize search parties – and still there is no sign of his son.
We asked Nicolas Sotelo what he says to people who think Daniel may have played a role in his girlfriend's death.
"I don't think he could be capable to do something - he was a really nice guy," the elder Sotelo said.
And now, Nicolas Sotelo debates holding onto faith or fear as he waits for answers.
"Danny, everybody is praying for you," Nicolas Sotelo said. "Everybody is waiting for you to show up."
Natally Brookson and Daniel Sotelo had only been dating for a few months. Nicolas Sotelo said he never met his son's girlfriend.
Chicago Police say this is still an active missing persons investigation, and no suspects or persons of interest have been named.
If you have any information, you are asked to call Chicago Police.
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