Shanann Watts was realizing her marriage was in trouble around the time she and her daughters took a weekslong trip this summer to see family in North Carolina, the last week of which Chris Watts joined them, investigative documents released this week by the Weld County district attorney's office show. Shanann Watts, center, and her children Celeste (left) and Bella (right) were murdered by Christopher Watts at their home in Frederick in August, leading to his sentencing Nov. 19 in Weld County District Court to life in prison with no chance for parole. JUST WATCHED Daughter called her dad 'hero' before her death Replay More Videos ... MUST WATCH Daughter called her dad 'hero' before her death 00:34 
 
 A day later, Chris Watts, in an interview with CNN affiliate KMGH at his home in Frederick, north of Denver, pleaded for his family's return. In addition to the murder charges for Shanann and his daughters, he also pleaded guilty to two counts of murdering a child, one count of unlawful termination of a pregnancy and three counts of tampering with a deceased human body. On Monday, the judge sentenced Chris Watts to three consecutive life sentences, along with two other life sentences to be carried out concurrently, in addition to 48 years for unlawful termination of pregnancy for the death of the unborn child, and 12 years each for three counts of tampering with a deceased body. She said Chris was struggling with finances and now he had a third kid on the way and she does not know if he could afford another kid. Nichol said Chris always told her he wanted a third child and wanted a boy.” 
 
 Kessinger told police she does not think she is the only catalyst for the sequence of events. He said he missed reading books with his daughters before bed and that it was hard to stay in the family’s Frederick home. "Everything will be fun once the baby comes." You don’t consider others at all, nor think about others feelings.” Watts replied that he was sorry and he loves her. Shanann responded, “l try to give you space, but while you are working and living the bachelor life l’m carrying our 3rd and fighting with our two kids daily and trying to work and make money. lf you don’t mean it then I get it, but we need to talk. August 6 
 
 Shanann writes to Chris: "Your only response last night was 'l don't want to lose the kids!' I don't want to erase 8 years just like that. Watts said “no” to each of the questions, but the polygraph test, which was only used during those three questions, indicated that he was lying in his answers. That friend told the officer that after Shanann and the children spent five weeks without Watts in North Carolina over the summer, "Chris came back to Shanann a different man." (CNN) In the weeks before Chris Watts killed his pregnant wife and two daughters in Colorado, she saw him becoming suddenly cold and distant, and she canceled a party where she was to reveal her unborn child's gender, newly released documents reveal. ( RJ Sangosti / The Denver Post ) 
 
 In an interview with police the day he was arrested for their murders, Christopher Watts talked about taking his daughters Bella and Celeste to a birthday party for the 4-year-old son of family friends. The interviewer asked Watts if he physically caused Shanann to disappear, if he was lying about the last time he saw her and whether he knew where Shanann was. Watts first told investigators that he did not know anything about where Shanann, Bella and Celeste were and said that he was worried for them, the summary of the interview shows. Shanann: "Chris said we are not compatible anymore" 
 
 Friend: " ... Oh my god what?" August 7 
 
 In a text with a friend, Shanann writes: "Chris told me last night he's scared to death about this third baby and he's happy with just Bella and Celeste and doesn't want another baby." The investigators told Watts that he needed to be honest and “get everything off of his chest” and that he would bear a weight the rest of his life if the case wasn’t solved. Said he thought another baby would fix his feelings. Watts told police that his wife, shortly after the family returned from a trip to North Carolina, would take a weekend trip to Arizona as part of her job with nutritional supplement company Le-Vel. Shanann asked Chris to see a therapist but he refused.
– Christopher Watts will spend the rest of his life in prison for the murders of his pregnant wife and two daughters in Colorado. Some of the last things he did as a free man have come into sharper focus thanks to some 2,000 pages of documents the Weld County District Attorney's Office released on Wednesday. Authorities say he suffocated his girls late on Sunday, Aug. 12, or early on Monday the 13th, which is when he strangled his wife. The details begin before that, per the Daily Camera: With his wife out of town on business, Watts on Saturday took girlfriend Nichol Kessinger to dinner, though he told police and others he had dinner with friends. More: Kessinger says he uncharacteristically paid with a credit card, rather than a gift card, which she took as a sign that he no longer needed to hide their relationship from his wife (whom Watts told her he had divorced). The $62 charge caught Shanann Watts' eye; she mentioned it to a friend as suspiciously high considering her husband told her he had salmon and a beer. CBS Denver reports on Aug. 5, Shanann texted Watts, "l just don't get it. You don't fall out of love in 5 weeks." CNN reports Shanann took her girls on a lengthy summer trip to North Carolina to see family; Watts joined her for the last week of the trip, but the two were apart from June 27 to July 30. During that time, Watts reportedly saw Kessinger, who told co-workers they got physically intimate in early July.