Fox was last seen leaving her school at 4:00 pm in
Farnworth on 18 August 1944, presumably on her way home, to which she never arrived. Fox's parents reported that she was shy, so she must have known him "very well". The 1944 article reporting her missing status described Fox as, "The girl has fair hair tied with a pink ribbon and was wearing a blue-flowered frock, green coat, brown stockings, and black shoes." The man seen with Fox was described as a well-dressed, clean-shaven male of slim build between the ages of 25 and 30 years. The police note for the case also included the following information regarding the man's description: 5 ft 8in, "long face, sharp features, fresh complexion, clean-shaven, believed dark hair, pointed chin, believed dressed in dark black suit, collar, and tie." While many of the initial leads were unhelpful, one person reported that they saw a girl matching Fox's description with a man matching the released description heading from "Four Lane Ends, down Newbrook Road, towards Atherton." Fox's parents stated that Sheila may have been attempting to meet with friends in
London. Family members, greatly affected by the event, long hoped that she was still alive, as police were unable to find her body. Neighbours of the Fox family stated that their hopes later changed to speculations that the girl had been murdered. ==Investigation and aftermath==