The 26-year-old was found dead on the side of a road in Houston around 8:30 a.m. Saturday, police said. Paramedics who responded to the scene said she had no visible wounds, police said.
Sharkey's cause of death is pending an autopsy by the Harris County Institute of Forensic Sciences.
Her friends told KTRK-TV that Sharkey told them about her fears a month ago during their trip to Marfa, Texas.
"She confided in me that night ... she's petrified," a friend said. "This girl is scared for her life."
Sharkey's friends and her mother, Stacey Robinault, told KTRK-TV they think Sharkey was killed.
"I do believe she was murdered. Yes. From what I've been able to gather as well as a mother's gut," Robinault said.
Her loved ones described her as a selfless, kind soul who would help anyone.
"She was a friend to literally all," said a friend. "Such a good person."
Sharkey moved to Houston with her husband earlier this year. When KTRK-TV reporter Steve Campion spoke with him on Monday, he sounded upset. He said he did everything in his power to find his wife, and asked Campion never to contact him again before hanging up.
Now, as her family and friends prepare for her funeral, they're still seeking answers.
"I don't know why," Robinault said. "The horrific nature of her last moments must've been ... I can't even. I can't even go there."