The person I see in the video is a woman trying to appear as a man. Look at the eyes and the lips. Judging on how they carry their handgun, especially women, the person fits the profile of a cartel soldier, which many are women. I think more than one involved and Nancy is dead accounting for the blood. She was probably carried out by at least two people. I think the family saying they want her back to celebrate, indicates they know she is dead. The places the authorities are searching, indicates to me they are fairly certain she was killed in the house and the body disposed of somewhere in the area.
I think all the crucial info is being withheld from the public. The list of persons it takes to keep that size of house clean and repaired, is long. I see a well kept house, small lawn, cared for desert, and very clean pool. I think they have lots of possibilities and the kidnap was just a smoke screen to allow the ones involved to leave the area.
Nancy's house was recently reroofed and that glove looks like the kind they use on flat roofs to apply hot tar. I would hope they have questioned all that roof crew.