New York City police said Wednesday that 16-year-old Tala Farea and 22-year-old Rotana Farea were last seen September 24 in Virginia, where they lived, and appear to have traveled together to New York.
The sources say the mother told police that the sisters disappeared after the entire family, which also includes two brothers, was ordered back to Saudi Arabia.
The police department released new passport-style photographs on Wednesday showing the two young women with headscarves over their hair.
Interviews with family members and others have begun to shed light on "what was going on in the two young ladies' lives", he said.
The sisters were Saudi citizens and students who were accompanying their brother in Washington, the Royal Consulate General of Saudi Arabia in NY said Tuesday in a statement.
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Tala Farea was listed as missing by the National Center for Missing and Exploited Children as of August 24, and "may be with her sister", the center said.
Meanwhile, the office of Chief Medical Examiner has not yet determined cause of death.
But investigators say it remains a "puzzle" as to how they came to be found dead on a riverbank more than 250 miles (400km) from their family's home.
Neither woman's body had immediately obvious signs of trauma, and after initially suspecting that the pair might have jumped from the George Washington Bridge, cops cooled on the theory Tuesday.
"We are out to get justice for those two girls and find out exactly what happened", he added.
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Rotana and Tala's mother contacted The National Center for Missing and Exploited Children on August 24 after Tala went missing from home.
A post on the centre's website - which appears to have been taken down - had noted that Tala might have been with Rotana.
Rotana Farea had been enrolled at George Mason University until the spring. However, a cousin of the two slain sisters told Arab News that it is ' highly unlikely that their mother would have made such a statement to the police'.
The Saudi consulate-general in NY said it was "conducting a continuous follow-up to find out the facts" regarding the incident, according to a statement shared by Al Arabiya on Tuesday.
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