(CNN) -- The sister of a missing 2-year-old Massachusetts girl saw "a mean guy" kidnap the toddler from the beach, her father says, though police insist they have no evidence of any "mysterious man" or an abduction.
Caleigh Harrison was last seen by her mother and 4-year-old sister at Rockport's Long Beach, on the North Shore of Massachusetts, around noon April 19. Since then, authorities have conducted water, ground and air search for the toddler, to no avail.
The missing girl's father, Anthony Harrison, told HLN's Nancy Grace on Thursday night that he believes Caleigh was kidnapped. He bases his belief on what his 4-year-old daughter has told him, as well as drawings by the older sister. Harrison said his older daughter was with Caleigh when she went missing while their mother went to retrieve a ball.
"At first it was the mean guy," Harrison said of the 4-year-old's description of Caleigh's alleged abductor. "And then she got into detail about black shorts, he was smoking a cigarette, he had facial hair."
Harrison first publicly mentioned such a man a day earlier, calling the girl's description "a little bit scattered" and among a "couple of different stories" he'd heard from her.
The children's mother, Allison Hammond, also appearing on HLN, said the older sister "simply shuts down and says I just don't want to talk about it," when she presses her for details.
"She has not acted the same since that day," Hammond said of her 4-year-old daughter. "If you ask her questions about the pictures she's drawn, she becomes expressionless, she just changes."
Massachusetts State Police spokesman David Procopio said by e-mail Thursday that authorities "have found no evidence to support the abduction theory."
"That does not mean that we can say with 100% certainty that foul play did not occur, only that we have found no evidence of it -- including no evidence of a mysterious man on the beach," Procopio said.
That day, Hammond said she'd taken her daughter and her parents' dog to the beach, about 40 miles northeast of Boston, where they played in the water and went for a walk.
At one point, Hammond said she threw a tennis ball for the dog "terribly" and it went over a wall near some cottages. She then "got the kids situated ... playing in the sand and by the rocks," as she walked over to some stairs to get the ball, Hammond said.
"I could see them the whole way when I was walking over to the stairway ... and they were fine," she said of her daughters. "And one of the times I looked back, Caleigh was just gone."
Hammond said she went down to find her 4-year-old daughter with her "arms outstretched and she said, 'Caleigh's gone.' She didn't say anything more than that."
Afterward, the mother said she began looking intently for the toddler, who "was wearing bright pink that day."
She found no sign of her. Nor did authorities looking through "ocean and tidal areas for several days with divers, sonar, dogs, boots on the ground and helicopters," said Procopio.
The state police spokesman added that investigators also spoke to a female surfer, two women walking on a sidewalk above the beach, a man playing basketball and others.
"None of them saw anyone or anything suspicious in the vicinity of the family," Procopio said. "Likewise, no one saw her actually fall into the water."
A "forensic interviewer who specializes in speaking to children (involved in) traumatic incidents" talked with Caleigh's sister, the police spokesman said, though he wouldn't offer details.
Harrison said that he didn't have an explanation why it took two weeks for him to discuss what his daughter told him about the alleged abductor. Regardless, he said he's convinced her story is true.
"I wouldn't put my daughter under this kind of scrutiny (if I didn't believe it)," Harrison said. "This came from the heart. And I believe her."
HLN's Kat McCullough contributed to this report.