Where Is Kelly Gorham? Desperate Search for Missing Nursing Student

This is a rush transcript from "On the Record ," August 22, 2007. This copy may not be in its final form and may be updated.

GRETA VAN SUSTEREN, HOST: The heat is on — on Kelly Gorham's ex-fiance. Now, Kelly's that popular young nursing student who vanished 14 days ago in Alfred, Maine. Now police are questioning her 26- year-old former fiance, Jason. And Jason? Well, he just hired his own private investigator.

Sid Carlson, the private investigator, joins us live. Sid, now you've been hired to help investigate this. I suppose we should first start with this. What is your police background?

SID CARLSON, PRIVATE INVESTIGATOR: I spent 23 years on the Massachusetts State Police, and a good part of that 23 years I spent in the attorney general's office and the district attorney's office major crime unit, pornography and vice. So I'm quite experienced in the investigation field. And I've been a private investigator for 15 years now.

VAN SUSTEREN: Well, no one can certainly question that experience. It's extensive. Now, your client is the number one suspect? Have you been told that?

CARLSON: Yes. I was told that by the Maine State Police. He was questioned last week by the Maine State Police. And after four lengthy interviews at the Alfred barracks in Maine at the Troop A headquarters of the Maine State Police — after the fourth interview, they advised Jason of his rights, and which made the father very upset and immediately became a suspect. So the father called me on last Friday, on the 17th, to see if I can help sort this out. And he believes his son is innocent. So I stepped into it, and I'm doing my own investigation now from August 7, when Kelly went missing.

VAN SUSTEREN: Sid, what have you learned so far about the disappearance of this nursing student?

CARLSON: Well, I've learned that on August 7, it was on a Tuesday, that she went missing at 6:00 PM. And there are three houses together where Kelly lives in back of her landlord, and then another small house next to it. And the two people that are living in the house next to it were sitting on the grass when a small red car came in and picked up Kelly at 6:00 p.m., and she hasn't been seen since. That was on August 7, on Tuesday.

Two days before that, on August 5, Kelly woke up at 3:00 o'clock in the morning. That was Monday morning, the day before she disappeared — Sunday night, Monday morning, 3:00 o'clock in the morning. And somebody was up on the roof, and she had a couple of skylights and she was terrified. So she got dressed and went to her mother's house about 10 miles up the road and spent the night with her mother, came home and told the landlord the next day that someone was up on the roof.

And I don't know what the Maine state police have done about it, but I understand they've been down investigating it. But of course, I respect the information — they can't share any information with anybody. So they haven't shared any information with me, but I'm checking to make sure my client is protected with his rights and do a thorough investigation.

VAN SUSTEREN: All right. So on August 7, there's this small red car. Does your client drive a small red car?

CARLSON: Now, this is the part that really has me puzzled. My client drives a green car, not a red car. But he lives with his dad in Rochester, New Hampshire, and his dad has a small red car. But positively, absolutely, I have confirmed that that red car — during this time that this male picked up Kelly in her driveway, the father's small red car was parked in his driveway. I have several witnesses that will attest to that. And — but the Maine State Police apparently felt that the father's red car was involved with Jason, and they had it impounded and they've done an inspection on it. And the father still hasn't had the car returned to him at this point.

VAN SUSTEREN: All right. So obviously, the red car's got every — I mean, I can understand why the police would be suspicious and want to know more about that red car. You say that you've confirmed that it was in the driveway. How did you confirm the — are there witnesses? Are they family members? Are they friends? Or do they have any reason to sort of distort the facts in favor of your client?

CARLSON: I have that in mind, that family members, of course, are going to stick up for each other. But there was a niece there from Vermont, and she saw it in the driveway. The father seems pretty honest. He swears it was in the driveway. And I also talked to some neighbors, and the neighbors confirmed that red car never left the driveway. It was in the driveway for, like, two weeks straight.

VAN SUSTEREN: Is Jason in love with this missing nurse?

CARLSON: Jason was very much in love with her. He lived with her June 2005 to June 2007. And on Father's Day, June 17, 2007, Kelly asked Jason — he had given her an engagement ring a couple of months before, and she asked if he could move out because she needed some time and space to think it over about the engagement and what she wanted to do, if this was the right move for her, so — but they were very much in love, and they left on friendly terms and they've been friendly since.

In fact, three weeks before her disappearance, they went mountain biking together up in northern Maine, in Keyser (ph) Falls. And they were — they had been communicating by phone and talking, and they were very friendly. So there was no — there's no reason, for me, at this point, to show that there was any argument or — but there is a problem with two previous boyfriends.

Just before Jason, there was a boyfriend, a former boyfriend from Saco, Maine, who was pretty violent. And before him, there was another one that was really violent, the third one. And he even, I understand, fired a couple of shots of a gun one time at Kelly. So I'm looking into those two subjects right now to see if they have any involvement in this whatsoever.

VAN SUSTEREN: One quick question before I let you go. What is Jason's occupation?

CARLSON: Jason — he works in some factory in Portsmouth. I don't know exactly what he does. But two of his co-workers that he's very friendly with — they live in Portsmouth. They actually live in Vermont, but they have an apartment in Portsmouth, and their apartment was raided by the Maine State Police a couple of nights ago. I have no idea what they were looking for. But apparently, they didn't find anything that I know of, that I'm aware of, at this point.

VAN SUSTEREN: Well, I wish you...

CARLSON: Until I sort out this red car, I just have to give him the benefit of the doubt. Jason is innocent until I check out what the — or who owns this red car that picked up Kelly where she was last seen.

VAN SUSTEREN: And we always hope for a full investigation, not just a convenient one and not just a rush to judgment. Sid, thank you, sir.

CARLSON: That's for sure. You're welcome, Greta.

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