Mooresville, N.C. — An Amber Alert was issued Tuesday evening for missing Mooresville sisters Keara and Sierra Hess, 12 and 11, who are believed to be with their stepfather, Matthew Hess, 40.

Keara, who is nicknamed "Diamond," is nine months pregnant and was scheduled to deliver a baby boy by Cesarean section last Thursday because of complications she was having, authorities said. 

Keara told her mother that a young boy is the baby's father. However, she never named the father, authorities said.

Janette Hess, the girls' mother, said her husband left her a note last Thursday saying he was taking the girls to school. Later that day, Keara missed her doctor's appointment and the three haven't been seen since.

"Please just drop them off, please! I just want the girls (to be) OK," Janette Hess said.

Authorities said they waited several days to issue the Amber Alert because Matthew Hess is the girls' legal guardian and has not broken any laws by taking them. Also, Janette Hess told investigators that the girls had a good relationship with their stepfather and that she initially wasn't worried about their safety.

She and Matthew Hess were legally separated but had gotten back together this summer and were living together at the time the girls went missing, authorities said.

When Janette Hess first reported her daughters missing, authorities said they thought something might have happened to the three on the way to school. However, after further investigation at the family's house, it appeared that the girls and Matthew Hess had packed for an extended trip, officials said.

Keara is approximately 5 feet 1 inches tall and weighs 128 pounds. She has brown hair and brown eyes. Sierra is approximately 5 feet tall and weighs 100 pounds. She has brown hair and brown eyes.

Matthew Hess is 5 feet 10 inches tall and weighs 160 pounds. He has brown hair and green eyes. He also has three tattoos: a blue devil on his right upper arm, a heart with a ribbon going through it on his left upper arm and a blue dragon on his left forearm.

Investigators said they think he might be driving a green 1993 Ford Explorer with N.C. license tag YTE-8014. The back right passenger window is broken out and is covered with Plexiglass, which is duct-taped in place.

Matthew Hess and the girls might be en route to Fayetteville or Tennessee.

"They're going to have to surface at some point in time," said Iredell County sheriff's spokeswoman Lt. Julie Gibson. "They're going to need food. Keara's going to go into labor. They're obviously going to need baby supplies. So I feel at this point that we'll find them and they're going to be hopefully OK."

Anyone with any information should call the Iredell County Sheriff's Office at 704-878-3100, or call 911 or *HP.