When Jimenez went to Newark airport to pick Sierra up, she didn't show, he said.
The airline told him she had never checked in for the flight.
"She kept in contact with us all the time," Sierra's mother, Betzaida Jimenez, said. "And then not to hear from her? It's not like her."
On Monday, Steven Sierra landed in Istanbul with his wife's brother to help police search for her.
The next day, police released a surveillance camera video of Sarai at a shopping mall, flipping through her iPad.
The scenes from January 20 are the last known images of her.
Last signs of life
The manager of the small private hotel where Sierra was staying reported last seeing her the day the surveillance video was shot. That was a Sunday.
Her Skype account, which she avidly used, went silent a day later. A day after that was when she missed her flight home.
The time she last talked with her family, Sierra was planning to see the Galata Bridge and visit the Asian side of Istanbul, her husband said.
The former capital of the Byzantine and East Roman empires straddles the continents of Europe and Asia.
After her family raised the alarm that she was missing, some of her belongings -- including her passport and medical cards -- were found in her room in Istanbul, though her iPhone and iPad were not there, according to her husband.
A heartbroken family
Her parents can't watch the surveillance video. It's too painful.
"I wish she was close, wish she was close by, so I could reach out and grab her and bring her back," her father said.
Steven Sierra has lost his appetite for living and sometimes wishes that one morning he just wouldn't wake up.
But he has to keep going for the sake of his children.
"I would never wish this on anybody," he said. "There's times when...you feel like you're gonna lose it mentally."
He says he wants to be there to protect her, wants to make sure she is not cold or hungry.
But all he can do is wait. And hope.