Hyderabad, Nov. 7 -- Ever since their 23-year-old daughter went missing, Swaroopa Reddy and Yadagiri Reddy Koya haven't been able to sleep. Their last conversation with Sreeja Reddy Koya was on November 2.

"She was at a birthday party. I could hear a lot of noise. She asked me if I had eaten, and I asked the same. When asked whether she would eat at home, Sreeja said, 'I will eat and sleep early,'" the worried mother told The New Indian Express.

Seerja is a student at the University of Massachusetts Boston in the United States. On the night she went missing, she stepped out for a walk, which, according to her family, was unusual.

"We were surprised to hear that. She is usually very careful," said her mother.

She did not return, prompt...