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Matthew Palmgren speaks at a brief news conference concerning his missing wife, Gail, at the Signal Mountain Recreation Department in Signal Mountain.

A news conference did little to shed light on the case of a missing Signal Mountain woman last seen April 30, but her estranged husband said "we've done everything in our power" to find her.

"We've hired a private investigator," said Matthew Palmgren. "We continue to look. We're turning over everything we can," he said at Tuesday's news conference in Signal Mountain, where the couple live.

Palmgren, 40, reported 44-year-old Gail Palmgren missing on May 2, according to police records. On May 6, he filed for legal separation from her in Hamilton County Chancery Court and for temporary custody of their 12-year-old son, Jared, and 9-year-old daughter, Lori.

Palmgren's attorney, Bryan Hoss, filed a motion Tuesday to continue the order because Gail has not been located and is considered a missing person by authorities. A chancellor is scheduled to rule on the order on June 3.

It's been more than two weeks since Gail Palmgren dropped off the two children in a 2010 red Jeep Rubicon at the couple's residence at 40 Ridgerock Drive and left. She has not been seen since, but with extensive media coverage of her case, there have been possible sightings reported to law enforcement, authorities said. None of the sightings has been confirmed, authorities said.

Janice Atkinson, public information officer for the Hamilton County Sheriff's Office, which is assisting in the investigation, declined to release details about the case. When asked if investigators suspected foul play, she replied, "That's always a possibility and will be looked into by law enforcement."

Matthew Palmgren expressed concern about his wife's mental state, saying she accessed their financial assets and that the children's passports are missing, according to court documents.

Recently, Palmgren, who is a director of pharmacy programs for BlueCross BlueShield of Tennessee's government business and emerging markets business unit, was placed on administrative leave with pay. He was not given an explanation, Hoss said.

Palmgren said he has hired private investigator Matthew Mathis, who formerly worked as the head of major crimes and in internal affairs at the Chattanooga Police Department, to help locate his estranged wife.

"Dr. Palmgren has been very active. We're in constant communication with Signal Mountain Police Department. We've uncovered certain things and shared them with law enforcement," Hoss said.

In the days leading up to Gail Palmgren's disappearance, Signal Mountain police were called to the couple's home to address loud arguments, according to police reports.

Gail Palmgren has been placed in the national missing person's registry, Atkinson said, giving law enforcement agencies nationwide access to her information.

However, there have been no mass searches for Gail Palmgren by local law enforcement. In frustration, Diane Nichols, the missing woman's sister who left her home in New York to find her, pleaded for the public's help at the news conference.

"I'm only one person and this is quite a large area to cover. If anyone has seen her vehicle, please call police," she said.

Atkinson said there are plans for a search "later on this week."

Nichols made a tearful plea to the public.

"Please, she's got two little kids at home that miss their mommy," said Nichols through tears. "Please, I'm begging you. Please help us find my sister."

She also appealed to her sister directly.

"Gail, if you're out there and you are able to hear this., please, call the police. Call me. There are people that are concerned about you - that love you and miss you. Please contact somebody. We love you. Please come home."

Palmgren also had a direct message to his wife.

"Gail, if you hear us, please come forward. Jared and Lori love you," he said, his voice cracking as he said the children's names.

"Please, please show yourself soon," he said.