(CNN) -- Authorities have pulled out all the stops to find the last of three escaped Arizona convicts and his suspected accomplice Tuesday, and believe the couple may be in western Montana or southwestern Canada, federal law enforcement officials said.
Fidencio Rivera, chief deputy U.S. Marshal for Arizona, told CNN's "American Morning" that it's believed John McCluskey and Casslyn Mae Welch have left the Yellowstone National Park area where they initially were hiding out after McCluskey and two other men escaped from a prison in Arizona July 30.
David Gonzales, the U.S. marshal for Arizona, warned Monday that McCluskey and Welch -- who authorities describe as McCluskey's cousin and fiancee -- "have nothing to lose" and may not surrender without a battle.
"It changes by the minute, but we are convinced that they are not going to go down lightly," Gonzales told CNN.
Rod Ostermiller, the acting U.S. Marshal in Montana, said Monday investigators were looking into whether the pair might have traveled to Montana's Glacier National Park, near the Canadian border. A witness reported seeing Welch in the area, he said.
"We're not taking it lightly," Ostermiller said. "We believe it is a good lead."
As far as survival skills, Rivera said authorities know the couple was familiar with camping, but believe they have limited resources.
On Monday night, Ostermiller said his office is coordinating its efforts with the Royal Canadian Mounted Police. "We are working leads and interviewing people right now," he said.
Ostermiller expressed urgency in the hunt for the escapees.
"When they move quick, we have to move quick," he said. "That's what we're doing in this case."
McCluskey, 45, was serving a 15-year sentence for attempted second-degree murder and other charges when he and fellow convicts Tracy Province and Daniel Renwick broke out of prison July 30.
Welch helped the convicts escape by throwing cutting tools over a prison fence, according to Charles Ryan, director of Arizona's Department of Corrections. And McCluskey's mother and ex-wife have been arrested on charges of helping the fugitives, prosecutors said Monday night.
Province was captured without incident Monday in Meeteetse, Wyoming, near Yellowstone National Park. Gonzales said authorities were notified by a Meeteetse citizen who sat and talked with Province on Sunday on the steps of a church in town.
When the woman returned home and saw the news reports, she immediately recognized Province and called police. Marshals arrested Province at 6:20 a.m. Monday, Gonzales said.
When arrested, Province was carrying a 9mm pistol and a hitchhiking sign with "Casper" written on it, marshals said.
"He was relieved this manhunt was over for him," Gonzales said.
Asked whether Province gave authorities any information about the whereabouts of McCluskey and Welch, Rivera said Tuesday he provided "very limited" information. Police believe there were some "half-truths" in that information and were attempting to corroborate the information he did provide, he said.
Renwick, 35, was arrested July 31 in Rifle, Colorado, after a shootout with police, and Province and McCluskey are suspected in the killings of a couple whose bodies were found Wednesday in New Mexico, Gonzales said.
"There was evidence that ties them, our suspects who escaped from prison, directly to their murders," Gonzales told CNN.
When the initial escape happened, the plan was for the inmates to get into a nearby getaway car, Rivera said. However, in the confusion, Renwick found the vehicle first and left, he said. The other two had money, additional weapons and identification in the vehicle.
"We believe they're desperate" and will rob or kill to further their escape, he said.
A $40,000 reward is being offered for information leading to the remaining escapee's arrest. Authorities urged people to call (602) 542-1212 if they have any information about the case.
Before the escape, the 42-year-old Province was serving a life sentence for murder and armed robbery. Renwick was serving a 22-year term for second-degree murder.
McCluskey and Welch are believed to be driving a gray Nissan Sentra, Gonzales said. And Arizona Department of Public Safety Director Robert Halliday said the manhunt will continue with full force.
"We are going to be on McCluskey like a cheap suit. We are not going to pull this thing down," Halliday said.
Sunday, the search turned to the area around Yellowstone National Park, at the northwest corner of Wyoming. Marshals said McCluskey and Province had belonged to a white supremacist prison gang and may have been trying to reach fellow believers in the Northwest.
Saturday, authorities arrested McCluskey's mother and charged her with aiding the escape. Claudia Washburn, 68, was arrested in Jakes Corner, Arizona, and faces charges of conspiracy to facilitate escape and hindering prosecution, Thomas Henman of the U.S. Marshals Service told CNN.
Washburn allegedly provided "financial and other aid" to McCluskey, Province and Welch. A search warrant was executed, and Washburn was being held on $250,000 bond at the Gila County Jail in Globe, Arizona, the U.S. Marshals said.
In addition, state charges have been brought against Washburn and McCluskey's ex-wife, Diana Joy Glattfelder, the state attorney general's office announced late Monday. Both are charged with hindering prosecution and conspiring to commit escape by providing the fugitives with "money, supplies and/or transportation," prosecutors said in a statement announcing the arrests.
CNN's Sara Pratley contributed to this report.