Latest developments as Chicago woman mysteriously disappears while attending Bahamas yoga retreat

An investigation is underway after a Chicago woman mysteriously disappeared while attending a June yoga retreat in the Bahamas not long after the U.S. issued a "Level 2" Travel Advisory for the island due to crime.

Taylor Casey, 41, of Chicago, was attending The Sivananda Ashram Yoga Retreat on Paradise Island in Nassau when she went missing, the Royal Bahamas Police Force said in a flier posted to Facebook. She was last seen June 19 and is currently listed by police as a missing person.

As the investigation into Casey's disappearance continues, here's what we know right now.

When did Taylor Casey disappear, and where was she?

Casey was attending a Sivananda Ashram Yoga Retreat in Paradise Island in Nassau when she disappeared, according to officials. Organizers of the program say Casey's disappearance was discovered on June 20 "when she did not attend morning classes."

"A participant from our yoga certification program, Taylor Casey is missing," The Sivananda Ashram Yoga Retreat posted on Facebook earlier this week. "She was last seen at the retreat late on the evening of June 19th."

The statement went on to request that anyone with information on Casey's whereabouts contact local police.

"The Ashram is working with authorities in their investigation." the statement said. "Your assistance is greatly appreciated."

The retreat is described as a "vibrant yoga ashram offering vacations, courses, and teacher trainings as well as cleanses, detox programs, healing arts trainings, family programs, kirtan and more," according to the group's Facebook page.

Visitors are able to rent a variety of accommodations when staying at the Ashram, including rooms, huts and tents, the group's website showed.

The Sivananda Ashram Yoga Retreat did not immediately return NBC Chicago's request for comment.

Family travels to Bahamas to meet with authorities

Earlier this week. Colette Seymore, Casey's mother, stated in a press release that family and friends were "deeply concerned for Taylor's safety and well being."

"We love Taylor and want her home," the release said, which was posted to a public Facebook group titled "Find Taylor Casey."

Seymore's statement went on to say that Casey was eager to share her experience at the yoga retreat with others upon her return, leading her to believe her daughter may be in danger.

"Taylor would never disappear like this," the statement said.

According to the release, Seymore was expected to travel this week to Paradise Island and Nassau to coordinate with local authorities.

Latest updates from police

The latest report from the Nassau Guardian stated that police have used drones, divers and a canine unit in their search for Casey. During a local press conference Wednesday, Nassau Chief Superintendent Chrislyn Skippings reported that Casey's cellphone had been found in the ocean and recovered, but that her belongings were still at the Ashram.

“Let me say that our priority is to find Taylor and to find Taylor in good health," Skippings said in the Nassau Guardian's report.

According to the report, police searched both the island and the area around it. Officials were not able to confirm the type of lodging Casey was staying in during her time at the retreat.

The outlet also noted that the Bahamas' Director General of Tourism had met with family members and local police as part of the investigation.

“It is an ongoing police investigation," Director General of Tourism Latia Duncombe told local reporters. "Our hearts are with the family of the person [who] is missing and I’m sure the authorities are doing everything within their power to bring some resolve.”

In January, the U.S. issued a "Level 2" Travel Advisory for the Bahamas, warning that travelers should "exercise increased caution in The Bahamas due to crime."

"The majority of crime occurs on New Providence (Nassau) and Grand Bahama (Freeport) islands," the advisory said. "Violent crime, such as burglaries, armed robberies, and sexual assaults, occur in both tourist and non-tourist areas. Be vigilant when staying at short-term vacation rental properties where private security companies do not have a presence. "

The Nassau Guardian said Duncombe addressed the travel advisory this week.

“The destination is safe and we have to make sure visitors do feel safe when they visit the Bahamas," Duncombe said. "Whenever there is an odd occurrence, it does increase concern and we want to make sure we address it in a very measured way.”

NBC Chicago has reached out to Casey's family, the yoga retreat and the Royal Bahamas Police Force to learn more. This story will be updated as more information becomes available.