This is a rush transcript from "On the Record ," December 30, 2008. This copy may not be in its final form and may be updated.

JAMIE COLBY, FOX NEWS GUEST HOST: A mystery at sea deepens. There is still no sign of 36-year- old Jennifer Seitz believed to have gone overboard on a cruise of the coast of Cancun. There was a security camera that reportedly captured Seitz falling into the rough seas about 8:00 PM Christmas night, her husband not reporting her missing until about 3:45 AM. What did the crew tell passengers after Seitz went missing?

Kameron Shaberg was on the boat with the couple and she joins me on the phone. Kameron, thanks for joining us.

KAMERON SHABERG, NORWEGIAN PEARL PASSENGER: How're you doing?

COLBY: When did you first find out that a passenger had gone overboard? And we now know it was Jennifer Seitz.

SHABERG: I personally didn't find out until more than 24 hours after it had allegedly happened. I found out...

COLBY: Had you met them?

SHABERG: No, I hadn't personally met them. Nobody in my family met them, but we did see them on the "Not So Newlywed" game show.

COLBY: Tell me about that.

SHABERG: He kind of stood out. He was pretty loud, and it looked like he had been drinking. He just kind of stood out. So when we found out that this was the couple involved, the light went off right away.

COLBY: So this was her husband, and they were playing this game show game that was broadcast on the ship on the TV. And what did they say? What was the question that they were asked and what was their response?

SHABERG: I mean, he gave a couple of pretty, I guess, ridiculous responses. The one that I remember is -- the question was, Where is the craziest place you've made whoopie? They said in an alley outside of a bar, which kind of gave everybody sort of a laugh. But you know, they were just kind of larger than life and really kind of making a spectacle of the whole thing. So that's how we remembered them.

COLBY: Did they say anything about things they liked to do on the ship?

SHABERG: I don't recall. Like I said, this was on, like, the second day of the cruise when I saw this replayed.

COLBY: Were you surprised, though, Kameron, when the ship didn't advise you right away that passenger was missing?

SHABERG: Yes. Yes. That really surprised me. When I found out from another passenger, I didn't believe it. I went back to my state room. And I was traveling with nine other members of my family, and none of us believed it. So we actually the next morning checked on the Internet and found out. And we were kind of a little bit upset that it seemed like the rest of the world kind of knew what was going on. You know, a few hundred feet from us, this happened, and we were kind of the last people on earth to know.

COLBY: All right. Kameron, thanks for joining us.

SHABERG: No problem.

COLBY: I appreciate it. We also have Julie Robbins McCloskey, also on the cruise and had the chance to observe both Jennifer and her husband, and she's joining me now. Julie, welcome.

JULIE ROBBINS MCCLOSKEY, NORWEGIAN PEARL PASSENGER: Hi, Jamie.

COLBY: You had a chance to also see this game, this "Not So Newlywed" game. What were your impressions?

MCCLOSKEY: We did. In fact, we were sitting literally in the front row, right in front of them. And as a matter of fact, ironically, it was going to be either my husband and myself in the game or Jen and Ray. And when the cruise ship director, who's also hosting the show, she said, OK, in here, raise your hand if you're a newlywed and maybe we'll put you in the show, we raised our hand a little bit and thought maybe this isn't a good idea. And then Jen and Ray went, Oh, oh, pick us, pick us! And she took a vote in the room, OK, should we let these guys do it, talking about Jen and Ray. And she went by Jen. And sure enough, they ran up. He ran up with his drink in his hand. And it was obvious even before he said a whole lot that he had been drinking.

COLBY: So they played the game. And I wanted to get -- because this really took me by surprise, as I'm sure it will everybody listening. One of the answers that Kameron just brought up about where they liked to make whoopie -- did you hear the answer to that?

MCCLOSKEY: Yes. Definitely.

COLBY: What did they say?

MCCLOSKEY: When she asked, Where was the craziest place you've ever made whoopie -- and I can't believe I'm saying that...

COLBY: Me, neither, but it could be relevant.

MCCLOSKEY: I know. She said -- he said, Well, where haven't we done it? He said, We've done it on cruise ship balconies. We've done it in cruise ship bathrooms. We've done it all over cruise ships, all over. We are cruisers, and we do it all over the cruise ships.

COLBY: But back to the balconies at that point...

MCCLOSKEY: The balconies...

COLBY: You were on the ship. How high are those balconies?

MCCLOSKEY: They're very high. It would be very hard. I'm almost 5- 7. Really, I'm over 5-6. And for me, they come to your chest. So to go over, you would have to have someone really strong push you up and over, or you'd have to have a chair that you step up on and jump off. But really, to do it, to lift yourself, it would be very difficult. It's not as easy as one would think.

COLBY: So Julie, before I let you go -- and we have a lot on this case tonight because there are developments and this information is so interesting. Did you hear any alarm when Jennifer went overboard? Did the ship...

MCCLOSKEY: I did.

COLBY: You did hear an alarm?

MCCLOSKEY: It wasn't an alarm, it was an announcement. It was an "all call" for passenger Jennifer Seitz. And at the time, it was 3:45 in the morning and we were sleeping. And I woke my husband up and I said, Isn't this a little bit weird to you that they're making an "all call" announcement for a passenger in the middle of a night? On a cruise ship, that's generally a quiet down time. But they came on the intercom and said, "Passenger Jennifer Seitz please contact security or go to the reception desk."

COLBY: How eerie, Julie.

MCCLOSKEY: And I thought, This is weird. And now looking back and remembering that and even mentioning this to my husband, I think it just doesn't add up.

COLBY: I have to go.

MCCLOSKEY: And it struck me as odd back then.

COLBY: Julie, I'm out of time, but thank you for that information. That is so bizarre, though, about the game. But I think it could be relevant to investigators. Thanks.

MCCLOSKEY: You're welcome.

COLBY: Also, a friend of Jennifer's will share with you a final e- mail she got from the missing woman. You need to hear this. And we'll tell you when we get back.

(COMMERCIAL BREAK)

COLBY: Welcome back to "On the Record." Was it an accident, was it suicide or something more sinister? Jennifer Seitz is still missing after falling into the Gulf of Mexico off a cruise ship. Denise Covert is a friend of Jennifer's. On June 30 this year, the now missing woman sent an e-mail to her friend and it reads, in part, "Personally, my life hasn't ended where I thought it would be, but it is exactly where I want it, for the most part. I am happily married after one disastrous attempt. I'm trying to get pregnant, but sadly, it will take medical intervention at this point. And so I found a team of MDs to help me do it. At 36, I work hard, play hard, live for the most part. But I am not happy that it all really has to be this hard. Does that make sense?"

Denise Covert is joining me now live. Denise, it's interesting because her family said that she had emotional issues and they talked about her state of mind. But what did you find her state of mind to be in this e-mail and others?

DENISE COVERT, FRIEND: I was troubled by this e-mail because on the one hand, she was saying how happy she was -- and notice that this took place after the alleged incident that I just learned about with her husband. There was an allegation of domestic abuse. And she didn't mention anything of that type. It's almost as if she were trying to editorialize her own life story and try to make things sound rosier than they are, which lots of us do from time to time.

But I could see in that e-mail that she really wanted some sort of career guidance and advice from me. And I didn't really know how to help her through the problems that she was going through, except help her -- send her some job leads because I know that she was trying to get back into a journalism career. She really was an excellent journalist and a very gung-ho reporter, and she really missed that life. And that was another thing she had mentioned to me in that and previous e-mails.

COLBY: And Denise, she did a lot of writing. In fact, she had gastric bypass surgery and chronicled the whole thing. So does it surprise you that if she took her life off that ship, she would not leave a suicide note?

COVERT: I really don't know what the psychology is behind people who leave suicide notes or choose not to. I think if someone decided to do something terrible and it was a spur of the moment thing, perhaps they felt that they wouldn't need to leave a note or didn't have time. I'm still keeping hope alive that there would be some sort of miracle and she'll be found. I know those things can happen sometimes. But the thought of her deciding to just take her own life is very sad to me, and I don't know if that's truly the case, but the last e-mail she sent...

COLBY: And that's interesting -- Denise, we don't know if that's the case. All we know is that her family very quickly determined that she did take her life and put out a statement that that was the case. Maybe she did leave a suicide note. We don't know that, either. Were you surprised when the family declared that it must have been a suicide?

COVERT: I was surprised at how quickly they said, and that said to me that perhaps they had some information. She had never expressed any sort of suicidal ideations to me or never even really act depressed. The saddest I'd ever heard her sound was in that most recent e-mail. She was always very upbeat and vibrant.

But I spoke with a bunch of my co-workers at Florida today, and the basic feeling was nobody jumped up and said, No, that couldn't possibly be true. While no one really thought that she was the suicidal type, it didn't seem surprising when we had heard about her ups and downs. And she had always been an emotional person, a vulnerable person, and then the rocky road that she had taken to her bypass surgery...

COLBY: Sure.

COVERT: ... And how extremely happy she was afterwards...

(CROSSTALK)

COVERT: ... Was a big struggle for her.

COLBY: Was she happy with Ray, her husband? Because you said you were surprised to learn that there was an incident between them, in fact, a complaint against him for domestic abuse, a complaint that she ended up asking them not to pursue. Was she happy with Ray?

COVERT: Well, I had never met Ray and I had never seen them together. All I know about him is from e-mails, and she had never gave me any indication that she wasn't happy. The only part about their marriage that seemed troubling to her was that she really wanted children and it seemed like they would need some sort of medical intervention at that point.

COLBY: Yes, and she was specific with you about that. Denise, I hope you get answers soon. The FBI still hasn't said really what they believe happened. Thanks for being with us.

COVERT: Thank you.


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