A Connecticut couple who just lost their latest appeal in a multimillion-dollar foreclosure case under bizarre circumstances, and while family members tell local media that they don’t think it had anything to do with money, the case is chilling.

Reports say that Jeffrey Navin stopped paying the mortgage in 2007 on a $1.3 million second home in Connecticut, with the debt growing to more than $2 million by the end of 2014.

But then it gets strange.

From CNN which has the story:

On the day he was last seen, Jeffrey Navin sent a chilling text message to his son: "Did you hurt mom?"

Two minutes later, another message from father to son was even more ominous: "I go home and get framed for murder."

Jeffrey and his wife, Jeanette Navin of Easton, Connecticut, were last seen on Friday, August 4. Their blue pickup was found four days later by police in a commuter parking lot off an exit on Merritt Parkway, according to Easton Police Chief Tim Shaw.

On Tuesday, their son, Kyle Navin, 27, was arrested and charged with "possession of a firearm by an individual who is an unlawful user of or addicted to any controlled substance," according to federal court records. Kyle has not been charged with any crime related to the disappearance of his parents.

But the court affidavit on the weapons charge sheds some light on the couple's activity on the day they were last seen -- and their interaction with the person who saw them last, Kyle.

Kyle Navin also told authorities he continued to contact his father via telephone that afternoon solely about work and his back injury.

But cell phone records reviewed by law enforcement officers show otherwise:

"I'm not going home till I know mom is okay... did you hurt mom?" said a text message Jeffrey Navin sent to his son, according to the affidavit.

"No Absolutely not. Why would you think," Kyle replied.

"I go home and get framed for murder... I'm going to the police first," the father responded.

Just a half hour before Jeffrey Navin's phone is last registered as being used -- at 12:57p.m. -- there was another text message to his son: "U R setting me up."

Read the full story here.