"We're all in shock still at what happened," Sierra's father, Chris Shields, tells PEOPLE. "Right now everything's a possibility because we don't really know what happened when she left the terminal. That's the biggest unknown."
Her family is in New York leading the search for the woman her roommates called "a breath of life." They've posted flyers around New York City and are running a social media campaign in search of clues.
"There's been a lot of people who were friends of Sierra who have been very vigorous about posting and having their friends post to keep her name out there, keep her face out there, in the hopes that someone will see her so that we can bring her back home," Chris says.
Her mother, Donna Shields, says that Sierra loves people and is an avid volunteer at a facility for senior citizens near her home in Astoria, Queens. After she went missing, Chris says the seniors whose lives were touched by Sierra braved the January cold to hand out flyers around their neighborhood.
"She's a person that people have felt blessed to be in a relationship with," Chris adds.
Courtesy Chris Shields
Sierra Had 'Something on Her Mind' on Day of Disappearance, Supervisor Told FatherSierra is a flight attendant for Shuttle America and works on flights for United Airlines and Delta. When Sierra arrived at work on Jan. 14, her supervisor said she appeared to have "something on her mind," and was asking about contacting a union representative, her father says.
"[Her supervisor] said she noticed that there was something about Sierra that wasn't her normal happy self," Chris says. "She didn’t appear to be depressed or anything but something was on her mind."
Shortly after the conversation, Sierra vanished.
"They know she came out of the [airport] doors, but they don't know what happened after that," Chris says.
In a statement to PEOPLE, Matt Koscal, Vice President of Human Resources for Republic Airlines, which owns Shuttle America, says, "The entire Shuttle America family continues to pray for Sierra and her safe return to her loved ones."
The statement added, "We continue to work vigilantly with the authorities leading the investigation to find Sierra Shields, and we remain steadfast until she is found."
An NYPD spokesperson tells PEOPLE the case is under investigation, but did not comment further.
"We want her back home," Donna says. "We don't know what happened, we simply know she disappeared."
Courtesy Chris Shields
If you have any information about Sierra, call the New York Police Department Crime Stoppers at (800) 577-TIPS.
Donations to help Sierra's family as they continue their search can be made on CrowdRise.