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Firefighters made a grisly discovery last month when they found a woman burning alive on the side of an Austin, Texas, road in an upscale suburb – and the victim's devastated family told Fox News Digital they are still trying to comprehend the "incredible loss."

The scorched remains of Melissa Davis, 33, were discovered near the intersection of Mesa Drive and Cat Mountain Drive a little after 5 a.m. Sept. 29 by firefighters who were responding to a 911 call of a grassfire, according to the Austin Police Department.

"It’s an incredible loss for all of us," said Davis's stepmother Mary Anne Castles. "We're all going through a difficult time and just trying to wrap our heads around this." 

She added that she could not comment further as it was not her place to speak on behalf of the family.

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Woman poses with white dog.

Melissa Davis, posing with her dog Dudley, was found burning alive on the side of a Texas road Sept. 29, according to police.  (Dignity Memorial)

Authorities have not publicly identified a suspect in the mysterious killing of Davis, an avid traveler who has a master's degree from the University of North Texas.

Firefighters found her body engulfed in flames that spanned a 10-foot area next to the fence of a home and directly off the road in the suburb of Northwest Hills, according to a search warrant obtained by KXAN.

Police found a lighter on the ground and "smelled a strong odor of accelerant" near the charred body, the warrant says. 

A police K-9 dug up a butcher knife near an area with a strong odor of gasoline or diesel, which investigators believe was ditched in the fire "in an attempt to destroy the evidence," according to the warrant.

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Woman next to photo of Toyota 4Runner

Melissa Davis was burned alive on the side of an Austin road in an upscale suburb Sept. 29, according to police. Investigators are asking for the public's help locating her blue Toyota 4Runner, which is missing. (Austin Police Department)

An autopsy indicated that Davis was alive when she was set on fire, KXAN reported.

The warrant is for the victim's cellphone records. Her phone, which investigators believe she had with her before she was killed, has not been found.

A family member told police they last saw her the day before her murder. She said she was going to an Apple store to get her phone fixed, according to the local news site.

Davis's 2016 blue Toyota 4Runner with license plate number KYV3765 is missing. Police released a photo of the vehicle and are asking for the public's help locating it. Anyone with information is urged to contact APD at 512-974-TIPS.

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Woman takes selfie with white dog in car.

Melissa Davis, 33, was burned alive on the side of a road in Austin, Texas, Sept. 29, according to police. The University of North Texas graduate is pictured with her beloved pooch, Dudley.

Davis is originally from Fort Knox, Kentucky, and comes from a military family. She earned a bachelor's degree in anthropology and a master's in international sustainable tourism from the University of North Texas, according to her obituary. 

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For the last six years, her most loyal companion was her dog, who is featured in numerous snaps on her Facebook page.

"She took immense pride in being [a] dog mom to Dudley," the obituary says. "They lived in the mountains together for many years and loved taking long hikes and camping trips together. Being in nature was their happy place. They were truly a dynamic duo!"

Ashley Papa contributed to this report.