Alicia Navarro left a note to her sleeping family saying she was running away from home in Glendale, Arizona, in September 2019, days before her 15th birthday.
But after years of searching she suddenly re-emerged when she went to a police station in a small Montana town, 2,000 miles away from home.
The now 18-year-old was described as safe and well and her mother declared "miracles do exist" after she returned on Sunday.
Read more: Teenage girl missing for four years then walked into a police station 2,000 miles away has not been reunited with mum
Now, police investigating what happened say they have carried out a search warrant and quizzed four people.
Police in Glendale said: "While in Montana, detectives served a search warrant on a residence. This search warrant led detectives to interview approximately four separate individuals."
Alicia Navarro has suddenly reappeared
Alicia Navarro has suddenly reappeared. Picture: Facebook
They have not been arrested or detained.
"We are requesting time and patience as we peel away the layers of the last four years," the force said, adding that the family wants privacy after the "ordeal".
Eyewitnesses in Havre said heavily-armed officers searched a flat a few streets away from the police station in Havre, and a woman resembling Navarro was spotted at the scene.
Read more: Man arrested near police station where teenage girl who vanished for four years suddenly appeared 2,000 miles from home
They saw a man led away in handcuffs. It was unclear if this was linked to the Navarro case.
She and her mother, Jessica Nunez, have not been reunited in person, but have spoken "briefly" on the phone, according to the family's private investigator Trent Steel.
Navarro has not made "her intentions clear" over whether she will come back to Glendale.
"Alicia is an adult, so it will be her decision as to whether or not she remains in Montana, returns to Arizona, or goes elsewhere, regardless of the investigation," a Glendale police spokesperson said.
"Did anybody hurt you in any way?" one asks.
"No, nobody hurt me," Alicia replies.
"OK. Because our goal - we just want to make sure that you're safe."
"I understand that," she says.
"Thank you very much for talking with us."
"Of course. Thank you for offering help to me."
Nunez fears her daughter met someone online who won her trust.
The note left for her said: "I ran away. I will be back. I swear. I'm sorry."
In a video message, a visibly emotional Nunez said: "For everyone who has missing loved ones, I want you to use this case as an example.
"That miracles do exist and never lose hope and always fight.
"My daughter, Alicia Navarro, was missing since September 15 2019. She has been found safe.
"I do not know the details, I do confirm that she is my daughter, she is alive, and she is safe.
"This is recent news for me. It was an hour before it was posted on social media and the news. I don't have details but the important thing is that she is alive.
"And I want to thank the community, and God, for all that you have done."