A three-bedroom home in the bay is a short stroll through well-manicured gardens to the water. A characteristic flat-topped island just off Russell, where the town windmill used to stand, helps pinpoint the photos' location.
A late afternoon image, posted on Saturday, appears to be taken from inside The Gables, a restaurant on The Strand.
An image posted on Tuesday evening and captioned "walk by the water" shows a spotlit pohutukawa outside the newly revamped Duke of Marlborough Hotel.
Another image appears to have been taken near Paihia while a shot posted yesterday morning shows cloud clinging to headlands in the Bay.
Collette Kershaw, who owns Russell Information Centre, said she hadn't spotted the supermodel and she hadn't popped in to book a trip.
For days, however, there had been a buzz around Russell that "someone famous" was visiting.
Gables manager Paul Graham confirmed Macpherson had been to the restaurant, not once but twice.
He wouldn't divulge what she had ordered but said she had visited with "a lovely group of people".
The fact they came back suggested they enjoyed their dinner, he said.
The supermodel is understood to be staying in the Bay for 10 days.
