In Entry #26, Amy finds a video camera and asks Alex where it came from while being playful. Alex, however, gives her weird answers and tells her to put it away, making her uneasy. When she goes to put the camera away, the Operator shows up behind her and chases both her and Alex upstairs. When the two reach the window upstairs, Alex sends Amy out the window and says he'll catch up. Amy is assumed to have not escaped. Alex was the only person there besides The Operator and it is assumed he is the one who sent the footage from Amy's camera, meaning he either knows where Amy is and doesn't say, or simply found the camera and sent the tape to Jay for unknown reasons, although Jay surmises in Entry #52 that he was sent the tape deliberately by Alex to "tie up another loose end".
In Entry #43, Alex and Jay return to Amy's house and reveal she has a roommate, Jessica. At the time in the present Jay met a woman named Jessica but due to amnesia did not recognize her, nor she him, however it turns out in the footage that Jessica is Amy's roommate at the house. Whether they're friends or siblings is never stated.
In Entry #44, Alex calls Jessica and tells her he found Amy and she is completely fine, although Amy has not been found and it is assumed that Alex is now involved in Amy's disappearance. In Entry #47, Jay calls Jessica and asks her if she knows anything about Amy's whereabouts, where Jessica tells him that Alex said she was okay and with Alex. Jay tries to convince Jessica that Alex just slipped while talking, and that he's feeling stressed, although Jay himself is now certain that Alex is behind Amy's disappearance.
Entry #70 is footage off of a partially melted tape that Jay found, from the Marble Hornets era. Alex calls Amy while he is driving, and discusses shooting part of the film near where she lives. He tells her that he would like to transfer to her school to be closer to her. When she asks Alex if he is driving, for an unknown reason he lies and says he is at home, and that the noise she is hearing is static. After this, Alex says goodbye. Jay theorizes that Amy's presence is the reason Alex tried to burn the tape, since she did not appear in any other footage that he had seen from that time.
Jay spends as much time as possible looking for Amy, but never comes across any concrete clues. He surmises that Amy was another end Alex had to tie up before escaping. Jay doesn't state whether he believes her alive or dead, although he believes Alex involved.
In Entry #86 Alex confirmed that Amy is dead. Tim is the one who finds out.