The search for missing Nicola Bulley is now in its ninth day as police frantically try to piece together what happened in a crucial 10 minutes on the morning she vanished.

Officers believe the 45-year-old may have fallen into the River Wyre in Lancashire - possibly while trying to retrieve her dog's ball on Friday, January 27.

But last night Nicola's sister urged the public to keep an "open mind" as her anxious family desperately plead for help locating the mum-of-two.

Louise Cunningham said something must have been missed as people don't vanish into thin air, while Nicola's partner Paul Ansell told reporters: "Every single scenario comes to a brick wall."

There has been no sign of Nicola since the morning of January 27, when she walked springer spaniel Willow close to the river bank after dropping her young daughters at school.

She was last seen at 9.10am, but there is a crucial 10 minute gap between then and 9.20am, when her phone was placed on a bench where it was later found.

Today a police helicopter was in the sky above the spot as officers try to establish what happened.

The detective heading the investigation said yesterday that all the evidence so far appears to point to her falling into the river after an "issue" with her dog.

Supt Sally Riley described it as a "tragic case of a missing person" and said that nothing has been uncovered to suggest third party involvement.

But there are several unanswered questions - Willow was bone dry when she was found, and the dog wasn't wearing her harness or collar.

Despite an extensive search by specialists and members of the public, no trace of Nicola has been found, despite her phone being left on a bench close to the water.

Before she disappeared Nicola's family described her as upbeat, saying her children are desperate for her safe return.

Let's look at the scenarios being explored in the effort to establish what has happened to the missing mum of two:

This is currently the main police theory, but doubts have been raised by Nicola's sister and one of her close friends.

Police have described it as a "tragic case of a missing person" and say they do not believe anyone else was involved.

Supt Sally Riley, who is heading the search, told reporters: "Our main working hypothesis is that Nicola has suddenly fallen into the river, that there's no third party or criminal involvement, and that this is not suspicious but a tragic case of a missing person.

"This is particularly important because speculation otherwise can be really distressing for the family and for Nicola's children."

Locals have described the river bank as being "very slippy", and in an appeal to volunteers police described it as "treacherous".

"There may have been an issue with the dog that led her to the water's edge, she puts her phone down to go and deal with the dog momentarily, and Nicola may have fallen in.

"We assume the dog didn't get into the river, but we don't know why Nicola may have if she did."

It is possible that she was trying to retrieve a ball, the detective said.

Ms Riley told the MailOnline after the press conference: "I'm not aware of a dog ball being retrieved but it's possible that a ball could have rolled down the steep bank close to the edge of the water and Ms Bulley was bending down to pick it up.

"What she was wearing could also be a factor."

She said Nicola was wearing a quilted, ankle-length gilet, and underneath that another coat, as well as further clothing.

The officer also said Nicola had on ankle length wellington boots.

"One would assume they fill with water when someone enters a river so all of that clothing is heavy, particularly on someone who is of slight build and only 5 foot three," she added.

But this version of events was questioned by friend Emma White, who said Nicola had had stopped taking her pet's ball on walks.

She claimed the theory was based on "limited information", telling SkyNews : "Willow used to love a tennis ball very much but it used to disturb their walks so they haven’t had a tennis ball since way into last year.

"Obviously she loved the tennis ball so she’d always be by you, pestering you for the ball - but it wasn’t a nice walk when the dog’s pestering - so there was definitely no ball."

But Nicola's sister Louise Cunningham has said people "don't just vanish into thin air" and voiced scepticism over the hypothesis.

Ms Cunningham posted on Facebook last night: "Please keep sharing my Nikki …Off the back of the latest Police media update, please can I add there is no evidence whatsoever that she has gone into the river, it’s just a theory.

"Everyone needs to keep an open mind as not all cctv and leads have been investigated fully, the police confirmed the case is far from over."

She said she believes that something "had been missed", telling Sky News: Something has got to have been missed.

"Somebody must know something. People don’t just vanish into thin air.”

With Nicola's disappearance still unexplained, the case has raised concerns about the possibility of an abduction.

Christine Bowman, 68, told The Mirror: “It has made local women fearful. If they have husbands or partners, they have been taking the dogs out instead.”

Her father, Ernest, told The Mirror: "I asked the Sergeant from Fleetwood a few days ago, 'is there any chance of her being taken' and she said 'I don't think that's the case'.

"I said 'how can you know that?', it's such an isolated area, the only way that has happened is if it was someone who knew her."

However police have not uncovered any evidence to support Nicola having been snatched, with no reports of suspicious individuals or vehicles having been made.

It is important not to be alarmist with this theory - it's not one that police have advanced, and no evidence has been produced to back this up.

There were no reports of screams or signs of a struggle at the scene around where her phone was found, and no one has described seeing suspicious characters in or around the area at the time.

Yesterday's statement by police appears to rule this out as a primary possibility, as detectives do not appear to believe a third party was involved.

Former Detective Superintendent Julie Mackay said police would have been thorough in their examination of the scene, telling The Mirror: "Forensics on an outdoor scene is always really complex and usually confined to a small area.

"I am pretty sure they would have examined that bench or given consideration to that bench.

"They would look to see if there were any marks that could have assisted like drag marks or slip marks.

"They would be looking for any items such as her mobile phone and the dog harness - it is all relevant? And then they would look at the broader scene."

Also, Nicola was taking part in a business call shortly before she vanished - although it appears she was muted.

Ben Pociecha, the director of Exclusively Mortgages, told The Daily Telegraph that she had logged onto a team meeting at 9.01am on Friday.

“It seems as if she was muted and didn’t have her camera on. She was listening in whilst walking her dog,” he said.

“There were numerous parties involved in this. A lot of people attended the call. The police are investigating the call.”

There is also no indication that Nicola would have harmed herself, or that she would have run away. No evidence exists to suggest either, particularly as those who knew Nicola said she had been in high spirits in the run up to her disappearance.

Detectives have trawled through CCTV and found no footage of her having exited the park through most of the surrounding gates - although they have admitted there are camera blackspots.

Superintendent Riley told the Lancashire Post: "Several exits of the riverside area have CCTV covering them or exits are locked and therefore couldn't have been passed through by Nicola.

"There's only a very small area onto Garstang Lane toward the A5/A6 which is not covered by CCTV and that's why we're appealing today for dashcam footage or for people who may have been walking on Garstang Lane or driving in the area to come forward if they can.'"

Minutes before she vanished, Nicola sent a message to a friend arranging a playdate for her children, it has been reported.

Her dad Ernest said that his daughter was excited about the future and had been in an upbeat mood before she disappeared.

He said: "Her mind was great, we picked the children up the Thursday before she went missing, as we do every Thursday.

"We took them home, Nicola had had a meeting with her boss in Garstang and she said 'can you stay a bit later because I have an important client coming in on Zoom?' We said 'no problem' and stayed. She had done her work and she was very upbeat about getting her mortgage sorted.

"I said 'we better go now' and Nicola came to the front door, and I gave her a kiss and told her I loved her and that was the last conversation I had with her."