Hannah Kobayashi declared voluntary missing person after being ...

With cryptic texts, a missed flight and a father's death, the case of Hannah Kobayashi has gripped online sleuths, fuelled conspiracy theories and kept police on their toes.

Now the Hawaii woman, who disappeared after landing in Los Angeles three weeks ago, has been seen crossing into Mexico alone with her luggage and is no longer is considered missing.

The 30-year-old from Maui wanted to go off the grid and walked into the tunnel leading to Mexico the day after her family reported her missing, according to police.

Hannah Kobayashi was caught on camera leaving her flight from Maui to LAX. (Supplied: Attorney General of California)

There was no evidence Ms Kobayashi was being trafficked or was a victim of foul play, officials said, citing surveillance footage from the US Customs and Border Protection agency that they reviewed late on Sunday.

Los Angeles Police Department Chief of Police Jim McDonnell said Ms Kobayashi appeared unharmed and the case was now classified as a "voluntary missing person".

"We've basically done everything we can do at this point. She's left the country and in another nation now," he said, adding that if she returned to the US, law enforcement agencies would be notified.

Chief McDonnell said Ms Kobayashi had a right to privacy but he urged her to reach out to her family or law enforcement officers.

"A simple message could reassure those who care about her," he said.

He explained that her case would remain active until her safety was confirmed by law enforcement officers.

The budding photographer went missing after she failed to make make a connecting flight to New York on November 8. She was travelling there for a new job and to visit relatives.

LAPD Hannah Kobayashi missing poster (Supplied: LAPD)

Family members assumed she was on stand-by for another flight, according to her aunt, Larie Pidgeon.

However, on November 11, the family received "strange and cryptic" and "just alarming" text messages from her phone that referenced her being "intercepted" as she got on a Metro train and being scared that someone might be stealing her identity, her aunt said.

"Once the family started pressing, she went dark," Ms Pidgeon told The Associated Press on Saturday.

After the texts, Ms Kobayashi's phone "just went dead", according to Ms Pidgeon, prompting a weeks-long search in LA led by family and friends, including her father Ryan Kobayashi.

More than two weeks into the search, Hannah's father was found dead in a car park near LA International Airport by apparent suicide, police and her family said.

Chief McDonnell said during a police commission meeting last Tuesday that detectives determined Ms Kobayashi had missed her connecting flight intentionally.

Ms Kobayashi's sister, Sydni Kobayashi, disputed his statement in a social media post.

Police said on Monday that after Hannah Kobayashi was seen in various locations around LA, she requested that her luggage, which had been checked to New York, be sent back to LAX. 

She then returned to the airport to retrieve it on November 11 and did not have her phone when she left again, according to police.

Investigators found she had "expressed the desire to step away from modern connectivity".

Police also identified and questioned a man that Ms Kobayashi was seen with on the Metro.

He was "cooperative" and said he met her at LAX, police said.

During the news conference, Chief McDonnell reflected on what Ms Kobayashi's family had endured these past few weeks.

"My ask would be to anybody considering doing this, think about the people you're leaving behind, your loved ones who are going to be worried sick about you," he said.

ABC/wires