The sisters and their mother lived in Fairfax, Virginia, outside of Washington but some reports indicated that the elder sister had moved to New York City.
Tala had been reported missing to the National Center for Missing and Exploited Children on August 24, the New York Daily News said.
After changing its story on multiple occasions, the Saudi government recently came clean and admitted that its agents were behind Khashoggi's death. Police initially believed the sisters committed suicide by jumping off of the nearby George Washington Bridge, but further investigation revealed no signs of trauma that would indicate a plunge from the bridge, police said.
The statement said that the case was still under investigation and a forensic report stating the cause of the death hadn't been issued as yet.
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The US Penitentiary Hazelton is a high-security facility housing 1,270 male offenders at Federal Correctional Complex Hazelton. The bureau added him to its "10 Most Wanted Fugitives" list in 1999, offering $250,000 for information leading to his arrest.
Tala Farea and Rotana Farea were found dead on October 24 near New York City's Hudson River. "Those interviews [with relatives in Virginia] are really unraveling in some way a piece of the puzzle of, behind the scenes, what was going on in the two young ladies' lives".
The Hudson River separates NY from New Jersey, and police were scouring the river banks to see if they can establish where the sisters entered the water. Chief of Detectives Dermot Shea said they were particularly interested in finding out what happened since they were reported missing and what led them to New York City. The lack of obvious trauma appeared to rule out a theory they may have jumped into the river from the George Washington Bridge.
In a follow-up statement, the Saudi Arabian consulate described the pair as "students accompanying their brother in Washington".
When officers located the girls, they requested protection and were placed in a shelter, according to the New York Times. That office also noted that it had "appointed an attorney to follow the case closely".
The Farea sisters' deaths have been shrouded in mystery since last week.