The former girlfriend of a man Missouri police believe kept her locked in a wooden box on-and-off for months has been killed.

Sandra Kay Sutton and her son Zachary Wade Sutton were both found dead with apparent gunshot wounds to the head on Thursday in a family member's home in Sedalia, according to the Associated Press.

Three weeks ago, James Barton Horn Jr., 47, was charged with kidnapping in connection to keeping Sutton trapped in a box while they dated. A nationwide manhunt is underway to find Horn, the main suspect, who Clinton police Lt. Sonny Lynch says is "a dangerous individual."

"Concerns for him on the loose are that he is a dangerous individual, no doubt," Lynch said. "He has at least basic combat training in the U.S. Marine Corps in the mid-1980s. So he has that skill set that would come from that type of training."

KSHB 41, NBC's Kansas Cicty affiliate, reports that state police "have nothing" in the search for Hunt, not even a concentrated search area.

A car that Sandra Kay Sutton used was found in Sedalia outside a hospital on Thursday and police were able to track what they though was Horn's location after watching surveillance video that showed him leaving the vehicle at 4:15 a.m. Police surrounded a house they believed Horn went to after leaving the hospital, but upon entering discovered it was empty.

Lynch added that he thinks Horn is still in the area and is most likely getting help from someone in order to avoid the police.

"We do believe somebody is helping. Somebody's giving him a place to stay, a vehicle to use, and those are things we're very interested in," Lynch said.

Sandra Kay Sutton lived in Clinton with Horn up until last month, when she escaped.

Police are expected to announced a reward, as well as the autopsy reports for Sandra Kay Sutton and her son Zachary Wade Sutton, on Friday for anyone that gives information leading to Horn's arrest.