Key Points:

Questions have been raised about the whereabouts of Nai Yin Xue's elder daughter, a woman called Grace who has allegedly been missing since 2000.

A documentary made in march 2006 by Unitec performing and screen arts student Hang Xie has surfaced in which Mr Xue tells the story of searching for his elder daughter.

In the nine-minute film a tearful Mr Xue says his daughter from his first marriage vanished while he was overseas on a martial arts trip.

"I lost you. I feel such guilt," he says in the documentary.

"I put my career first, I was selfish. Daughter, please come back.

"Give me a chance to remedy those things that Papa did wrong."

Mr Xue talks about how he wanted to be a better father to his younger daughter, Qian, than he had been to his older daughter.

"My role now is to give this baby more father's love," he says.

Unitec tutor Tony Wright, who helped to supervise Mr Hang during the making of the documentary, recognised Mr Xue from media coverage this week.

"Pumpkin was really young and didn't say boo but we were given strict instructions not to speak to his wife," he said.

"He loved the limelight. He was very vain.

"The house itself was a shrine to him [Mr Xue]. It was clearly his house, his wife, his baby and his career.

"There are two people missing now linked to this guy, that's the first thing I thought. I definitely think that is more than a coincidence."

A kung fu master, Mr Xue was approached by Mr Hang to do the documentary through their love of martial arts.

"When I first heard about it, I couldn't believe it," Mr Hang said. "Before this thing happened, I thought he was really nice to his daughter - but now it's made me confused."

Police last night had no comment.