“It’s so scary to know that she’s thousands of miles somewhere, and I have no clue where, and I cannot help her,” Holt’s sister Audrey Clay told KTVI-TV.

Clay told the news outlet that her sister boarded the train at 7 p.m. on March 1.

The last time the family heard from Holt was on the day of her arrival. The 30-year-old called her mother, Deborah Holt, distraught.

“She sounded terrified and scared,” Deborah told KTVI-TV. “I was like, ‘Where are you?’ She was like, ‘Oh my gosh. He’s getting out of the shower. I got to go.’ That was it. I didn’t get to say I love you or anything.”

Dana’s family is doing everything they can to find her and have driven to Dallas from St. Louis, back to the train station were she was last seen. They’ve also been passing out flyers to get the word out about Dana’s disappearance.

“I did everything that we could,” Clay said. “We put up flyers everywhere we could think of. I searched woods, ditches, searched strip clubs, all of that, for four days.”

Coffee Wright, the CEO of St. Louis-based nonprofit Missing Person Task Force, Inc., said that the family had the right idea in mind, and that they should do what they can to find Dana.

“Parents, family, head back to Dallas,” he said, KTVI-TV reports. “Head back to Dallas and start passing out flyers all over. Cover as much ground as you can. Get as many people as you can to volunteer. You got to be her foot soldiers. Also, go on social media every day, every day, showing people her photos and making people care.”

Dana is described as about 5-foot-9, weighing about 250 pounds. She has blonde hair with dark roots and brown eyes. Her family said she has noticeable tattoos on her neck and chest.

If you have information that may help law enforcement locate Dana, call 911 or the Dallas Police Department’s Missing Persons Unit at (214) 671-4268.