Bahamas police previously said they had found the cellphone of 41-year-old Taylor Casey.
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On Monday, they revealed they had found it under 50-plus feet of water, and both Bahamian and U.S. authorities have been unsuccessful in getting information from it.
Casey was last seen June 19 on Paradise Island.
Police also said Monday that dogs picked up on a scent from the yoga tent during their search, but it ultimately did not lead to anything.
Casey's mother traveled to the retreat after her daughter's disappearance, but said her visit was "deeply unsettling."
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"I just felt like they didn't care. They didn't care at all," Colette Seymore said.
The family is calling on the FBI to step in, saying, without their support, they may never know what happened to her.