In episode five, Fran Martin popped out to the petrol station in Hamilton in 2005, bought cigarettes, and wasn't seen again. Her father, Bob, has spent his life savings looking for her.

Watch a video segment from the episode here

Bob Martin has spent 13 years, his savings and much of his pension looking for his daughter.

When she disappeared in 2005, the 79-year-old combed the reserves along State Highway 1 between Hamilton and Taupo. He put flyers up in Putaruru and Tokoroa. He dug on land because psychics told him that's where she'd be.

But he's been unable to find her.

Francesca Martin - known as Fran and aged 42 when she went missing - was last seen at a petrol station in Hamilton on April 20, 2005. Her white Nissan Pulsar turned up the next day two hours' drive away, near the intersection of State Highway 1 and 5 in Wairakei.

"All I want to do is to get someone to come up and tell me, I do know where she is and get lucky and find that he's right or she's right," Bob says. "All I want is my daughter and to bury her - nothing more."

Bob told RNZ's podcast The Lost he's driven to Wairakei to look for Fran more than one hundred times and spent his savings of $75,000 in his search.

"I had big telephone bills. It was just a bit here and a bit there, but a bit here and a bit there over six years is a lot of money."

Fran was last seen at a Caltex petrol station. CCTV footage shows she bought cigarettes, took out $30 and then left. About 20 seconds later, it appears she came back in to ask for directions.

At the time, police said Fran was at the petrol station at 8.55pm, but Detective Sergeant, Matt Cranshaw, who is in charge of her case now, says she took out money at exactly 7.57pm - an hour earlier.

Mr Cranshaw says the discrepancy between the petrol station timestamp and bank withdrawal could be because of daylight saving.

A truck driver would later report seeing a car like Fran's passing him near the highway intersection at Wairakei at about 10.45pm. When he approached the intersection, Mr Cranshaw says the truck driver looked up State Highway 5 towards Rotorua and saw what appeared to be the same car parked.

"The inside lights turned on and the passenger door was opened," Mr Cranshaw says. "From that he assumed there may be two people because that door was open. However, he could not see inside the vehicle."

Fran's car was be found by police about 24 hours after she was seen at the petrol station…

Go to this episode on rnz.co.nz for more details