In these undated photos provided by the Penitas Police Department, from left are sisters Martiza Trinidad Perez Rios, 47; Marina Perez Rios, 48; and their friend, Dora Alicia Cervantes Saenz, 53.
CNN  — 

Three women are believed to be missing in Mexico after they crossed the US border traveling from Texas to sell clothes at a flea market more than two weeks ago, police told CNN on Saturday.

Mexican authorities are investigating the disappearance of the three women, identified by police as Marina Perez Rios, 48, her sister Martiza Trinidad Perez Rios, 47, and their friend Dora Alicia Cervantes Saenz, 53.

The group crossed into Mexico on February 24, Roel Bermea, the Peñitas, Texas police chief, told CNN on Saturday. They were heading to the city of Montemorelos in the Mexican state of Nuevo León to sell clothes at a flea market, Bermea said. The flea market is about a 3-hour drive south from the US border.

The three women went missing one week before four Americans were kidnapped on March 3 in the Mexican border city of Matamoros, which is roughly 300 miles east of Montemorelos.

Two of those Americans, Shaeed Woodard and Zindell Brown, were killed and their bodies were delivered Thursday to US diplomatic authorities, according to a Mexican official. The two survivors – LaTavia Washington McGee and Eric Williams – returned to the US Tuesday to be treated in a hospital.

Six people in total have been arrested in connection to the violent March 3 abduction, including one on Tuesday, Tamaulipas Attorney General Irving Barrios Mojica said Friday.

An apology letter was issued Thursday by the Gulf Cartel, which is believed to be responsible for the kidnappings, and the group handed over five of its members to local authorities, according to images circulating online and a version of the letter obtained by CNN from an official familiar with the ongoing investigation.

US officials offer assistance

A source in the Nuevo León Attorney General’s office told CNN the investigation into the three missing women involves various police agencies, a search committee, as well as drones, dogs, and vehicles.

The last signal received from the women was in the Mexican state of Tamaulipas, according to the source. Upon their arrival at Tamaulipas, the women told their contacts at the market that they’d made a wrong turn, the source said.

Marina’s husband spent all weekend calling the women. When he hadn’t heard from them by Monday, he turned to investigators for help, according to authorities.

The Nuevo León AG’s office told CNN they believe that the three missing women are residents of the United States, but not US citizens. The office said the three women were traveling from a town called China to Montemorelos when they disappeared.

Bermea, the police chief, said the department confirmed the women crossed the border at the Anzalduas Port of Entry on February 24 in a 1995 Chevy Silverado.

The chief urged the public to call local authorities with any information that could lead to the whereabouts of the women.

Once the crossing was confirmed, the FBI was notified, Bermea said.

The FBI on Sunday told CNN it is “unable to provide comment on this ongoing investigation” but that it “relentlessly pursues all options when it comes to protecting the American people, and this doesn’t change when they are endangered across the border.”

The FBI has not intervened in an official capacity at this time, according to the Nuevo León AG’s office.

The State Department indicated Monday that the women are Mexican citizens. The State Department is “not aware that these reports are accurate,” spokesperson Ned Price said at a Monday briefing. “We are aware of three Mexican nationals who resided in Texas, who have been reported missing.”

On Saturday, a State Department spokesperson had said the department was “aware of reports of three U.S. citizens missing in Mexico.”

CNN’s Alberto Bello, Jennifer Hansler, Rosa Flores and Michael Conte contributed to this report.