The chilling documentary “Finding Yingying” watches a family grapple with an unfathomable horror: the disappearance and probable death of a loved one who was living far away. Yingying Zhang, a visiting scholar from China at the University of Illinois at Urbana-Champaign, went missing in June 2017. What happened with the investigation and in court can be found online, but most of the film deals with the dread-filled uncertainty before those outcomes, and with the continuing search for Zhang’s body.

The director, Jiayan “Jenny” Shi, reads Zhang’s diary entries in voice-over and ponders her similarities with the missing woman. Both attended the same university in China, and shortly after arriving in the United States, Shi herself got into a car with a stranger, as Zhang is shown doing in security footage. (Zhang, in one of her most foreboding diary entries, had written of another circumstance in which she was walking in heavy rain and yearned to be inside a passing car.)

Cultural expectations become a huge part of the story. Zhang’s family and boyfriend grow frustrated with the justice system in the United States (the pace is slow and there’s no way to make a suspect talk). Shi films Zhang’s family members in China as they consider their lives without her. (“Americans won’t give up on my daughter, right?” her mother asks.) The film captures their ordeal with compassion and a measure of self-reflexivity, which is as much as this unavoidably grim material could ask for.

Finding Yingying
Not rated. In English and Mandarin, with subtitles. Running time: 1 hour 38 minutes. Watch through virtual cinemas.