I feel like we need a photofit of the mountain lion.
This is an unusual case for all kinds of reasons. We have recent examples, and even in CO specifically, of the "disappeared" partner in Kelsey Berreth, as well as the "runaway child" in Gannon Stauch -- and we know how those turned out. As counter-examples, we've had actual runaway Maddie Bell, and we know how that turned out. But I can't think of many cases in which a well-established and well-loved person with a family disappeared or walked away from a life -- and there were crickets. Okay, not exactly crickets, but a conspicuous lack of urgency from family and friends, minimal and minimalist updates from LE, a relatively low profile from local and/or outside media, and strikingly few avenues of inquiry.
In fact, the only times I can recall a similar case "profile" are where LE have a strong candidate well in view and are quietly making a case, and that's invariably an actual, real-life person, not a forensically-aware mountain lion, improbable pair of bandana'd kidnappers, oddly-named assailant neatly reminiscently of someone recently on the TV news, or some other imagined being. I really think that the family, friends and LE's actions since SM was declared missing tend to point in one or, at a stretch, a few clear directions. Until an arrest is made it's simply a waiting game IMO/JMO/MOO/Caveat of your choice.