Samantha Henderson, who is 24, was last seen at about 3pm on 21 January outside Corfe Castle Primary School.
In the new CCTV images taken at 11.41 that morning in The Sweet Shop in The Square in Corfe Castle, she can be seen wearing the same outfit which she was wearing outside the school later that day.
The images show Ms Henderson wearing a pink jumper or coat and light blue jeans. She had her long blonde hair up in a ponytail.
A 27-year-old man from the same village and who is known to her has been arrested on suspicion of murder. Her whereabouts are unknown.
Senior investigating officer Neil Devoto, of Dorset Police’s Major Crime Investigation Team, said: “We have not found Samantha yet and are gravely concerned about her, fearing that she may have come to some harm.
"Our search for Samantha is continuing and we are desperate for any information about her whereabouts.
"Samantha’s disappearance is completely out of character as she has never gone missing before leaving her four young children who are aged one, two, four and six."
Officers are also appealing for help in tracing the movements of Ms Henderson's car between Wednesday afternoon and Friday evening.
It is a blue Peugeot 307 Estate with the registration HV04 ZFM.
"I would like to thank the public for all their help and the information we have received so far," DI Devoto said.
"I am very keen to hear from anyone who may have travelled along the A351 and in the Corfe Castle area between 3pm on Wednesday 21 January 2015 and 5pm on Friday 23 January 2015 and captured their journey on CCTV or cameras in their cabs, cars or on their motorbike or bicycle helmets. This footage may be very useful to my investigation and I urge you to call me."
Ms Henderson’s home in Corfe Castle is undergoing forensic examination and searches are taking place in the wider village area.
Ms Henderson is described as white, five feet three inches tall, of a very slim build.
Detectives have been granted further time to question the 27-year-old suspect.