The shoes prosecutors say Hernandez was wearing at the industrial park where Lloyd was killed also have seemingly vanished into thin air.
"The shoes and footprints caused by the shoes (are) a big deal," says CNN legal analyst Paul Callan, a former homicide prosecutor.
A big deal because connecting an athletic shoe impression found near Lloyd's body to Hernandez could help prove he directly participated in Lloyd's death.
, 27, was shot once in the back and six times in the front in June 2013 -- the final two bullets fired as he lay face up, according to the medical examiner. Hernandez has pleaded not guilty.
The sneakers prosecutors believe Hernandez wore the night of Lloyd's death were within the grasp of investigators who visited the ex-football star's home, but it appears no one knew it at the time.
Investigators photographed a pair of Nike Air Jordan XI Retro Low brand sneakers during one of their first searches of Hernandez's home, according to court papers, but did not take them in as evidence.
When Lloyd's body was discovered, crime scene investigators singled out one of two footwear impressions early on because one didn't match the "lugged sole" shoes of police, nor the shoes of first responders or civilian witnesses who found Lloyd's body, according to court documents.
When police began executing search warrants for weapons and clothing at Hernandez's home on June 18 and June 22, 2013, they also were looking for shoes that could match that print in the dirt, according to court files and testimony.
So far, jurors have not been told that somehow three other sets of sneakers neatly lined up side by side along a bedroom wall in the basement were overlooked, and "appeared to be in good condition," according to an affidavit. The basement is where Hernandez's man cave is located and is complete with bar, a screening room, a pool table with a New England Patriot's logo, and a trophy room.
That affidavit dated November 14, 2014, says that after studying images and home security video and having "consulted with Nike," investigators believe those three pairs of shoes are "believed to be produced by Nike and Creative Recreation." They are the white and black Air Jordan XI Retros, the red Creative Recreation Cesario low tops; and the brown Nike Air Jordan winterized spike sneakers allegedly worn by Hernandez, Wallace and Ortiz, respectively.
Wallace and Ortiz are also charged with the murder of Lloyd. They have pleaded not guilty and are going to be tried separately.
Wallace and Ortiz are seen on home security video entering the house and going into the basement after getting out of a car minutes after Lloyd was fatally shot in a nearby industrial park. Prosecutors say the cable connecting the basement security camera, labeled "man cave," was unplugged after the three men went downstairs.
Authorities say the "outsole pattern," of the Air Jordan XI Retro Low's allegedly worn by Hernandez is "similar to and consistent with the unidentified shoe impression... in close proximity to the body of Odin Lloyd," according to the affidavit. It also states the XI Retro Lows became available for public sale only three weeks before Lloyd's murder.
Yet, it wasn't until almost a year and a half later, when investigators were making final trial preparations last November, that they "noted" the three pairs of shoes in photographs and realized they could still be at Hernandez's home, a search warrant affidavit states.
In court papers, investigators said the sneakers appear to match shoe prints found at the scene where Lloyd was fatally shot.
In order to look again, police asked a court to approve another search warrant. The application also points out home surveillance video showing Wallace and Ortiz leaving the home after the shooting -- wearing sandals.
Trying to make the case for another search, investigators also quote a jailhouse phone call dated December 25, 2013, between Hernandez and his fiancee Shayanna Jenkins.
Hernandez told Jenkins
, "You still got my, my clothes at the house and s—?"
Jenkins responded,"I really don't understand. I mean, where do you think your clothes are?...Your clothes are exactly where they're supposed to be.....I mean, you've only been gone for what, six months?"
"Yeah," Hernandez said.
"You act like you're gonna be gone for like, 20 years," Jenkins replied.
But when police searched the home again on November 24, they didn't find the shoes.
Details about the missing Nike sneakers have not yet come up at trial. How might it play with the jury?
"Jurors will wonder why didn't investigators seize the shoes at the same time they seized many other pieces of evidence from Hernandez's home," says University of New Hampshire law professor Michael McCann, who's closely monitoring the trial.
"If jurors determine investigators and prosecutors simply made a mistake in not seizing the shoes, it could damage the jurors' confidence in the case. It's possible prosecutors could try to mollify this concern by noting that rules of evidence and pretrial discovery limit the types of evidence they can be taken from a person's home."