Sagar Shelar previously told the Herald his wife was upset about a recent ultrasound which left the pair unclear about the gender of their baby.
Neighbour Jacob Cleghorn said the whole thing was unsettling and he has been extra vigilant, making sure doors are locked when leaving the house.
"In particular, the two women I live with are feeling a bit unsettled about everything.
"Even though we didn't know her personally, we kind of feel for the family and we do want to help in any way. But of course, we haven't seen her."
Local woman Sandy Karl said it was unusual for something like this to happen in the neighbourhood.
"It's really sad and I hope she is found."
Another resident, who did not want to be identified, said she felt uneasy.
"I even looked in my shed for her."
Appeal for CCTV footage:
Police today made an appeal to any residents who had CCTV cameras showing the road or street in the areas of Cashmere Ave, Onslow Rd, Box Hill, Burma Rd or Agra Cres to contact authorities immediately.
Fears for the pregnant woman's safety were mounting, police said, and residents were also being asked to check their sheds, backyards or anywhere where someone may seek shelter.
A pamphlet delivered by police to locals said they were concerned for the safety Sonam Shelar's safety.
It said she had not contacted friends and family since Friday, which was unusual.
Detective Senior Sergeant Warwick McKee, of Wellington CIB, said Shelar was of slender build and known to frequent walking tracks in the northern suburbs.
"When last seen, she was wearing a brown jacket with fur on the hood - as well as white, black and orange trainers ...
"If anyone sees Sonam, or has information that might help find her, please dial 111 immediately."